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2010 Multiple testing along a tree
Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich
Electron. J. Statist. 4(none): 461-471 (2010). DOI: 10.1214/09-EJS496

Abstract

Suitable sequentially rejective multiple test procedures allow to “zoom in" on clusters of relevant variables in high-dimensional regression (Meinshausen [7]), or on regions of interest in some search space (Heinrich et al. [3]; Meinshausen et al. [8]). As a common framework for these schemes we propose to consider multiple testing along a tree of hypotheses together with a “keep rejecting until first acceptance" rule. Particular topics addressed in this note are control of the familywise error, and some variants and basic properties of the procedure.

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Werner Ehm. Jürgen Kornmeier. Sven P. Heinrich. "Multiple testing along a tree." Electron. J. Statist. 4 461 - 471, 2010. https://doi.org/10.1214/09-EJS496

Information

Published: 2010
First available in Project Euclid: 25 May 2010

zbMATH: 1329.62212
MathSciNet: MR2657377
Digital Object Identifier: 10.1214/09-EJS496

Subjects:
Primary: 62G10, 62J15, 62L99

Rights: Copyright © 2010 The Institute of Mathematical Statistics and the Bernoulli Society

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