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math.ST2006★ 23 cited
On likelihood ratio tests
Erich L. Lehmann
Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situa…
math.ST2005
Generalizations of the Familywise Error Rate
E. L. Lehmann, Joseph P. Romano
Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that…
math.ST2005
On Optimality of Stepdown and Stepup Multiple Test Procedures
E. L. Lehmann, Joseph P. Romano, Juliet Popper Shaffer
Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is…