Year: 2025
Type: preprint
Abstract: 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 asymptotically exact using an explicit plug-in estimator for the equicorrelation, and does not require stepwise adjustments. We establish its theoretical properties, including the convergence to the desired error level, and demonstrate its effectiveness through simulation results. We also spell out related extensions to block-correlated structures and generalized FWER control.
Source: arXiv (Cornell University)
Authors: Datta, Swarnadeep, Dey, Monitirtha
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6979304742
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