Improving Holm's procedure using pairwise dependencies
本文在Seneta & Chen (2005)基础上,利用零假设p值成对最大值的凸分布性质,进一步收紧Holm过程的临界值,从而更有效地控制族系错误率,尤其在高成对正依赖下效果显著。
Seneta & Chen (2005) tightened the familywise error rate control of Holm's procedure by sharpening its critical values using pairwise dependencies of the |$p$|-values. In this paper we further sharpen these critical values in the case where the distribution functions of the pairwise maxima of null |$p$|-values are convex, a property shown to hold in some applications of Holm's procedure. The newer critical values are uniformly larger, providing tighter familywise error rate control than the approach of Seneta & Chen (2005), significantly so under high pairwise positive dependencies. The critical values can be further improved under exchangeable null |$p$|-values.