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Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate

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  • Li Wang
  • Xingzhong Xu

Abstract

Consider the multiple hypotheses testing problem controlling the generalized familywise error rate k-FWER, the probability of at least k false rejections. We propose a plug-in procedure based on the estimation of the number of true null hypotheses. Under the independence assumption of the p-values corresponding to the true null hypotheses, we first introduce the least favorable configuration (LFC) of k-FWER for Bonferroni-type plug-in procedure, then we construct a plug-in k-FWER-controlled procedure based on LFC. For dependent p-values, we establish the asymptotic k-FWER control under some mild conditions. Simulation studies suggest great improvement over generalized Bonferroni test and generalized Holm test.

Suggested Citation

  • Li Wang & Xingzhong Xu, 2015. "Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(14), pages 3042-3055, July.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:14:p:3042-3055
    DOI: 10.1080/03610926.2013.799696
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    Cited by:

    1. Wang, Li, 2022. "New testing procedures with k-FWER control for discrete data," Statistics & Probability Letters, Elsevier, vol. 180(C).

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