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In this paper,our main focus is to obtain an asymptotic bound on the family wise error rate (FWER) for Bonferroni-type procedure in the simultaneous hypotheses testing problem when the observations corresponding to individual hypothesis are…

Statistics Theory · Mathematics 2025-08-27 Nabaneet Das , Subir K. Bhandari

Familywise error rate (FWER) has been a cornerstone in simultaneous inference for decades, and the classical Bonferroni method has been one of the most prominent frequentist approaches for controlling FWER. The present article studies the…

Statistics Theory · Mathematics 2022-01-27 Monitirtha Dey

Familywise error rate (FWER) has been a cornerstone in simultaneous inference for decades, and the classical Bonferroni method has been one of the most prominent frequentist approaches for controlling FWER. The present article studies the…

Statistics Theory · Mathematics 2021-12-07 Monitirtha Dey , Subir Kumar Bhandari

In this paper, we have attempted to study the behaviour of the family wise error rate (FWER) for Bonferroni's procedure and false discovery rate (FDR) of the Benjamini-Hodgeberg procedure for simultaneous testing problem with equicorrelated…

Methodology · Statistics 2020-08-20 Nabaneet Das , Subir Kumar Bhandari

We analyze control of the familywise error rate (FWER) in a multiple testing scenario with a great many null hypotheses about the distribution of a high-dimensional random variable among which only a very small fraction are false, or…

Methodology · Statistics 2015-09-15 Kamel Lahouel , Donald Geman , Laurent Younes

The family-wise error rate (FWER) has been widely used in genome-wide association studies. With the increasing availability of functional genomics data, it is possible to increase the detection power by leveraging these genomic functional…

Methodology · Statistics 2020-12-25 Huijuan Zhou , Xianyang Zhang , Jun Chen

Correlated observations are ubiquitous phenomena in a plethora of scientific avenues. Tackling this dependence among test statistics has been one of the pertinent problems in simultaneous inference. However, very little literature exists…

Statistics Theory · Mathematics 2024-11-20 Monitirtha Dey

Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER). The well known Bonferroni correction…

Computation · Statistics 2015-02-17 Chris Hinrichs , Vamsi K Ithapu , Qinyuan Sun , Sterling C Johnson , Vikas Singh

We propose a simple single-step multiple testing procedure that asymptotically controls the family-wise error rate (FWER) at the desired level exactly under the equicorrelated multivariate Gaussian setup. The method is shown to be…

Statistics Theory · Mathematics 2025-08-14 Swarnadeep Datta , Monitirtha Dey

We argue that Bonferroni correction is a better choice for online experimentation than it is commonly given credit for. The case rests on four considerations. First, it is the simplest broadly implementable FWER-controlling method that…

Methodology · Statistics 2026-04-13 Mårten Schultzberg

Wrong-Way Risk (WWR) is an important component in Funding Valuation Adjustment (FVA) modelling. Yet, the standard assumption is independence between market risks and the counterparty defaults and funding costs. This typical industrial…

Computational Finance · Quantitative Finance 2024-06-07 T. van der Zwaard , L. A. Grzelak , C. W. Oosterlee

Bonferroni's correction is a popular tool to address multiplicity but is notorious for its low power when tests are dependent. This paper proposes a practical modification of Bonferroni's correction when test statistics are jointly normal…

Methodology · Statistics 2026-02-24 Caleb Hiltunen , Yeonwoo Rho

Stepwise multiple testing procedures have attracted several statisticians for decades and are also quite popular with statistics users because of their technical simplicity. The Bonferroni procedure has been one of the earliest and most…

Statistics Theory · Mathematics 2023-02-21 Monitirtha Dey

In applications such as clinical safety analysis, the data of the experiments usually consists of frequency counts. In the analysis of such data, researchers often face the problem of multiple testing based on discrete test statistics,…

Methodology · Statistics 2019-08-15 Yalin Zhu , Wenge Guo

When simultaneously testing multiple hypotheses, the usual approach in the context of confirmatory clinical trials is to control the familywise error rate (FWER), which bounds the probability of making at least one false rejection. In many…

Methodology · Statistics 2021-05-20 David S. Robertson , James M. S. Wason , Frank Bretz

We propose a method for multiple hypothesis testing with familywise error rate (FWER) control, called the i-FWER test. Most testing methods are predefined algorithms that do not allow modifications after observing the data. However, in…

Methodology · Statistics 2021-04-20 Boyan Duan , Aaditya Ramdas , Larry Wasserman

Often in multiple testing, the hypotheses appear in non-overlapping blocks with the associated $p$-values exhibiting dependence within but not between blocks. We consider adapting the Benjamini-Hochberg method for controlling the false…

Methodology · Statistics 2016-11-11 Wenge Guo , Sanat Sarkar

Biological research often involves testing a growing number of null hypotheses as new data is accumulated over time. We study the problem of online control of the familywise error rate (FWER), that is testing an apriori unbounded sequence…

Methodology · Statistics 2020-03-10 Jinjin Tian , Aaditya Ramdas

We consider clinical trials with multiple, overlapping patient populations, that test multiple treatment policies specifically tailored to these populations. Such designs may lead to multiplicity issues, as false statements will affect…

Methodology · Statistics 2025-11-13 Remi Luschei , Werner Brannath

This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the…

Statistics Theory · Mathematics 2026-02-26 Swarnadeep Datta , Monitirtha Dey
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