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Contribution Details

Type Working Paper
Scope Discipline-based scholarship
Title Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap
Organization Unit
  • Joseph P Romano
  • Michael Wolf
  • English
Institution University of Zurich
Series Name Working paper series / Department of Economics
Number 254
ISSN 1664-7041
Number of Pages 18
Date 2017
Abstract Text 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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Keywords Bonferroni, multiple hypothesis testing, stepwise method, Bonferroni-Ungleichung, Statistischer Test, Bootstrap-Statistik