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 restricted to procedures that control the familywise
error rate in the strong sense and which satisfy a monotonicity condition.
Under these assumptions, we prove certain maximin optimality results for some
well-known stepdown and stepup procedures.Comment: Published at http://dx.doi.org/10.1214/009053605000000066 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org