title: A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates.
abstract: We present a unifying approach to multiple testing procedures for sequential (or streaming) data by giving sufficient conditions for a sequential multiple testing procedure to control the familywise error rate (FWER). Together we call these conditions a "rejection principle for sequential tests," which we then apply to some existing sequential multiple testing procedures to give simplified understanding of their FWER control. Next the principle is applied to derive two new sequential multiple testing procedures with provable FWER control, one for testing hypotheses in order and another for closed testing. Examples of these new procedures are given by applying them to a chromosome aberration data set and to finding the maximum safe dose of a treatment.
authors.affiliation: Department of Mathematics, University of Southern California.
authors.forename: Jay
authors.initials: J
authors.lastname: Bartroff
authors.affiliation: Analysis Group, Inc.
authors.forename: Jinlin
authors.initials: J
authors.lastname: Song
keywords: closed testing; multiple comparisons; multiple testing; sequential analysis; sequential hypothesis testing; streaming data; testing in order