This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error rate in order to draw statistically-valid conclusions from each experiment, while being as efficient as possible. The between-stream data may differ in distr...

In this paper we establish the existence of path-wise solutions and the uniqueness in law for multidimensional stochastic differential equations driven by a multi-dimensional fractional Brownian motion with Hurst parameter H > 12 .

In the context of correlated multiple tests, we aim at controlling non-asymptotically the family-wise error rate (FWER) using resampling-type procedures. We observe repeated realizations of a Gaussian random vector in possibly high dimension and with an unknown covariance matrix, and consider the one and two-sided multiple testing problem for the mean values of its coordinates. We address this ...

Mass univariate analysis is a relatively new approach for the study of ERPs/ERFs. It consists of many statistical tests and one of several powerful corrections for multiple comparisons. Multiple comparison corrections differ in their power and permissiveness. Moreover, some methods are not guaranteed to work or may be overly sensitive to uninteresting deviations from the null hypothesis. Here w...

Testing a sequence of pre-ordered hypotheses to decide which of these can be rejected or accepted while controlling the familywise error rate (FWER) is of importance in many scientific studies such as clinical trials. In this paper, we first introduce a generalized fixed sequence procedure whose critical values are defined by using a function of the numbers of rejections and acceptances, and wh...

2 Methods 5 2.1 Multiple hypothesis testing framework . . . . . . . . . . . . . 5 2.2 Test statistics null distribution . . . . . . . . . . . . . . . . . 11 2.3 Single-step procedures for control of general Type I error rates θ(FVn) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2.4 Step-down procedures for control of the family-wise error rate 16 2.5 Augmentation multiple tes...

We consider a clinical trial with a primary and a secondary endpoint where the secondary endpoint is tested only if the primary endpoint is significant. The trial uses a group sequential procedure with two stages. The familywise error rate (FWER) of falsely concluding significance on either endpoint is to be controlled at a nominal level α. The type I error rate for the primary endpoint is cont...