Efficient computation of adjusted p-values for resampling-based stepdown multiple testing

There has been a recent interest in reporting p-values adjusted for the resampling-based stepdown multiple testing procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed significance level. Computing adjusted p-values instead...

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Bibliographic Details
Published inStatistics & probability letters Vol. 113; pp. 38 - 40
Main Authors Romano, Joseph P., Wolf, Michael
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.06.2016
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Summary:There has been a recent interest in reporting p-values adjusted for the resampling-based stepdown multiple testing procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed significance level. Computing adjusted p-values instead in an efficient manner is not entirely trivial. Therefore, this paper fills an apparent gap by detailing such an algorithm.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2016.02.012