The multivariate-t distribution and the Simes inequality

DOI10.1016/J.SPL.2012.08.013zbMATH Open1259.60014OpenAlexW2004350291MaRDI QIDQ1933728FDOQ1933728

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (4)

• Probability inequalities of the multivariate \(t\) distribution
• On the Simes inequality in elliptical models
• 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

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