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Multiple Testing of One-Sided Hypotheses:Combining Bonferroni and the Bootstrap

机译:单面假设的多重测试:结合Bonferroni和Bootstrap

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摘要

In many multiple testing problems, the individual null hypotheses (i) concern univariate parameters and (ii) are one-sided. In such problems, power gains can be obtained for bootstrap multiple testing procedures in scenarios where some of the parameters are 'deep in the null' by making certain adjustments to the null distribution under which to resample. In this paper, we compare a Bonferroni adjustment that is based on finite-sample considerations with certain 'asymptotic' adjustments previously suggested in the literature.
机译:在许多多重测试问题中,单个无效假设(i)与单变量参数有关,并且(ii)是单方面的。在此类问题中,通过对要重新采样的零点分布进行某些调整,可以在某些参数“深陷于零点”的情况下,通过自举多重测试程序获得功率增益。在本文中,我们将基于有限样本考虑的Bonferroni调整与先前文献中建议的某些“渐近”调整进行了比较。

著录项

  • 来源
  • 会议地点 Chiang Mai(TH)
  • 作者

    Joseph P. Romano; Michael Wolf;

  • 作者单位

    Departments of Economics and Statistics, Stanford University, Stanford, USA;

    Department of Economics, University of Zurich, Zurich, Switzerland;

  • 会议组织
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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