Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing
大规模多重检验中所有假设子集的错误发现比例同时控制
Summary Closed testing procedures are classically used for familywise error rate control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion in all subsets of the hypotheses, allowing for inference robust to post hoc selection of subsets. In this paper we investigate the special case of closed testing with Simes local tests. We construct a novel fast and exact shortcut and use it to investigate the power of this approach…