Control of directional errors with step-up multiple tests
Statistics and Probability Letters, 31, (3), . (doi:10.1016/S0167-7152(96)00036-3).
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It is shown in Shaffer (1980) that step-down multiple tests designed to control Type I errors at rate ? actually control Type I and III errors jointly at rate ? under certain distributional assumptions. In this note it is shown that step-up multiple tests have a similar property under the same distributional assumptions.
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