Multiple testing with close to equally correlated structure

DOI10.1080/15598608.2017.1408508zbMATH Open1426.62332OpenAlexW2802498876MaRDI QIDQ2321998FDOQ2321998

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)

Cites Work

• Title not available (Why is that?)
• The multivariate normal distribution
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Limit Theorems for the Maximum Term in Stationary Sequences
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• The length heuristic for simultaneous hypothesis tests
• Sample size calculation for multiple testing in microarray data analysis
• On the order statistics from equally correlated normal random variables
• A note on the equicorrelated multivariate normal distribution
• On the distribution of the studentized maximum of equally correlated normal random variables

Cited In (1)

• Factor-adjusted multiple testing of correlations

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