The multivariate-t distribution and the Simes inequality

DOI10.1016/J.SPL.2012.08.013MaRDI QIDQ1933728zbMATH OpenOpenAlexFDO

Authors Henry W. Block, Thomas H. Savits, Jie Wang, Sanat K. Sarkar

Publication date 25 January 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.08.013

zbMATH Keywords

positive dependencemultivariate-\(t\) distribution\(\mathrm{MTP}_2\)Simes' inequality

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• Some probability inequalities for ordered MTP₂ random variables: a proof of the Simes conjecture
• A note about a curious generalization of Simes' theorem.
• On the Simes test under dependence
• The Simes Method for Multiple Hypothesis Testing With Positively Dependent Test Statistics
• A Path Length Inequality for the Multivariate-t Distribution, With Applications to Multiple Comparisons

Cited in

(4)

• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
• On Samuel's \(p\)-value model and the Simes test under dependence
• Probability inequalities of the multivariate \(t\) distribution
• On the Simes inequality in elliptical models

This page was built for publication: The multivariate-\(t\) distribution and the Simes inequality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933728)