Nonparametric multiple testing procedures

Assume that we have n_i independent observations from each of k independent populations. Each population has the same distribution except for a translation parameter. We are interested in specific pairwise differences of the parameters in various settings, such as treatment vs. control, change point or all pairwise differences. We propose new multiple testing procedures for the pairwise differences. The new procedures are based on ranks and they have desirable practical properties not shared by existing procedures. These include tests that satisfy the interval property. Furthermore, the test method provides an interval that serves as an estimate of the difference in the parameters of interest.