FIGURE 2.

Approximated power and familywise error rate of the ScreenMin procedure as a function of $c$. Solid curve represents power; dashed curve represents familywise error rate. Dotted horizontal line $y=0.05$ represents the nominal familywise error rate. Dotted vertical line $x=c^{\ast }$ represents the oracle threshold, that is, the solution to the optimization problem (10). Dot‐dash line representing the power of the standard Bonferroni procedure is added for reference