FWER Goes to Zero for Correlated Normal
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Publication:6379930
DOI10.1016/J.SPL.2022.109700arXiv2110.05070MaRDI QIDQ6379930
Author name not available (Why is that?)
Publication date: 11 October 2021
Abstract: 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 limiting behavior of Bonferroni FWER in a multiple testing problem as the number of hypotheses grows to infinity. We establish that in the equicorrelated normal setup with positive equicorrelation, Bonferroni FWER tends to zero asymptotically. We extend this result for generalized familywise error rates and to arbitrarily correlated setups.
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