期刊
BIOMETRICAL JOURNAL
卷 61, 期 1, 页码 73-82出版社
WILEY
DOI: 10.1002/bimj.201700316
关键词
close testing; convex hull; Hochberg; simes
资金
- Nederlandse Organisatie voor Wetenschappelijk Onderzoek [639.072.412]
Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses. Hochberg's shortcut takes only linear time after the P-values are sorted, but is conservative. In this paper, we present an exact shortcut in linear time on sorted P-values, combining the strengths of both procedures. The novel shortcut also applies to a robust variant of Hommel's procedure that does not require the assumption of the Simes inequality.
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