On adaptive procedures controlling the familywise error rate

The idea of modifying, and potentially improving, classical multiple testing methods controlling the familywise error rate (FWER) via an estimate of the unknown number of true null hypotheses has been around for a long time without a formal answer to the question whether or not such adaptive methods ultimately maintain the strong control of FWER, until Finner and Gontscharuk (2009) and Guo (2009) have offered some answers. A class of adaptive Bonferroni and S˘idàk methods larger than considered in those papers is introduced, with the FWER control now proved under a weaker distributional setup. Numerical results show that there are versions of adaptive Bonferroni and S˘idàk methods that can perform better under certain positive dependence situations than those previously considered. A different adaptive Holm method and its stepup analog, referred to as an adaptive Hochberg method, are also introduced, and their FWER control is proved asymptotically, as in those papers. These adaptive Holm and Hochberg methods are numerically seen to often outperform the previously considered adaptive Holm method.

► Class of adaptive Bonferroni and Sidak methods larger than considered before is given.
► The FWER control of these methods is proved under a weaker distributional setup.
► Some proposed adaptive Bonferroni and Sidak methods can be better than those considered before.
► New adaptive Holm and adaptive Hochberg methods asymptotically controlling the FWER are given.
► These methods can outperform the adaptive Holm method considered before.