Multiple testing with close to equally correlated structure
DOI10.1080/15598608.2017.1408508zbMATH Open1426.62332OpenAlexW2802498876MaRDI QIDQ2321998FDOQ2321998
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
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quantilesensitivity analysiscompound symmetrycovariance matricesMonte Carlo simulationTaylor expansion
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
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- 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
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