Multiple testing with close to equally correlated structure

DOI10.1080/15598608.2017.1408508MaRDI QIDQ2321998zbMATH OpenOpenAlexFDO

Authors Boris G. Zaslavsky

Publication date 27 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2017.1408508

zbMATH Keywords

quantilesensitivity analysiscompound symmetrycovariance matricesMonte Carlo simulationTaylor expansion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• scientific article; zbMATH DE number 838305 (Why is no real title available?)
• A note on the equicorrelated multivariate normal distribution
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Limit Theorems for the Maximum Term in Stationary Sequences
• On the distribution of the studentized maximum of equally correlated normal random variables
• On the order statistics from equally correlated normal random variables
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Sample size calculation for multiple testing in microarray data analysis
• The length heuristic for simultaneous hypothesis tests
• The multivariate normal distribution

Cited in

(1)

• Factor-adjusted multiple testing of correlations

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