A Simple Sequentially Rejective Multiple Test Procedure

作者：Sture Holm · 发表于：Scandinavian Journal of Statistics · 年份：1979 · DOI：10.2307/4615733 · 被引用次数：21882 · 研究领域：Statistical Methods in Clinical Trials、Optimal Experimental Design Methods、Advanced Statistical Modeling Techniques

This paper presents a simple and widely ap- plicable multiple test procedure of the sequentially rejective type, i.e. hypotheses are rejected one at a tine until no further rejections can be done. It is shown that the test has a prescribed level of significance protection against error of the first kind for any combination of true hypotheses. The power properties of the test and a number of possible applications are also discussed.