A Simple Sequentially Rejective Multiple Test Procedure. Holm, S. Scandinavian Journal of Statistics, 6(2):65–70, [Board of the Foundation of the Scandinavian Journal of Statistics, Wiley], 1979.
A Simple Sequentially Rejective Multiple Test Procedure [link]Paper  abstract   bibtex   
This paper presents a simple and widely applicable multiple test procedure of the sequentially rejective type, i.e. hypotheses are rejected one at a time until no further rejections can be done. It is shown that the test has a prescribed level of significance protection against error of the first kind for any combination of true hypotheses. The power properties of the test and a number of possible applications are also discussed.
@article{holm_simple_1979,
	title = {A {Simple} {Sequentially} {Rejective} {Multiple} {Test} {Procedure}},
	volume = {6},
	issn = {0303-6898},
	url = {https://www.jstor.org/stable/4615733},
	abstract = {This paper presents a simple and widely applicable multiple test procedure of the sequentially rejective type, i.e. hypotheses are rejected one at a time until no further rejections can be done. It is shown that the test has a prescribed level of significance protection against error of the first kind for any combination of true hypotheses. The power properties of the test and a number of possible applications are also discussed.},
	number = {2},
	urldate = {2020-07-21},
	journal = {Scandinavian Journal of Statistics},
	publisher = {[Board of the Foundation of the Scandinavian Journal of Statistics, Wiley]},
	author = {Holm, Sture},
	year = {1979},
	pages = {65--70},
}

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