Simultaneous test procedures in terms of p-value copulae
نویسنده
چکیده
At least since Gabriel (1969), a broad class of multiple comparison procedures, socalled simultaneous test procedures (STPs), is established in the statistical literature. Elements of an STP are a testing family (H, T ), consisting of a set of null hypotheses and corresponding test statistics, and a common critical constant cα. The threshold cα with which each of the test statistics has to be compared is calculated under the (joint) intersection hypothesis of H. Under certain structural assumptions on (H, T ), the so-constructed STP provides strong control of the family-wise error rate, FWER for short, at level α. More recently, Hothorn et al. (2008) developed a general method to construct STPs in the case of asymptotic (joint) normality of the family T of test statistics, and provided numerical solutions to compute cα in such cases.
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