Control of Directional Errors with Stagewise Multiple Test Procedures
逐阶段多重检验程序中的方向错误控制
This paper is concerned with jointly testing the hypotheses $\theta_i = \theta_{i0}, i = 1, \cdots, s$, using tests based on independent statistics $T_i$ with distributions $P(T_i \leq t) = F_i(t, \theta_i)$ nonincreasing in $\theta_i$. Holm proposed a sequentially rejective test procedure, applicable to this problem, for which, for fixed $\alpha (0 \leq \alpha \leq 1)$, the probability that the joint conclusion contains no false rejections is $\geq 1 - \alpha$ for all…