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Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap


Romano, Joseph P; Wolf, Michael (2017). Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap. Working paper series / Department of Economics 254, University of Zurich.

Abstract

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.

Abstract

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.

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Additional indexing

Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Economics
Working Paper Series > Department of Economics
Dewey Decimal Classification:330 Economics
JEL Classification:C12, C14
Uncontrolled Keywords:Bonferroni, multiple hypothesis testing, stepwise method
Language:English
Date:June 2017
Deposited On:31 Jul 2017 14:22
Last Modified:31 Jul 2017 14:22
Series Name:Working paper series / Department of Economics
Number of Pages:18
ISSN:1664-7041
Official URL:http://www.econ.uzh.ch/static/workingpapers.php?id=933
Related URLs:http://www.econ.uzh.ch/static/workingpapers.php

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