On the Simes inequality in elliptical models

DOI10.1007/S10463-015-0539-4MaRDI QIDQ2397052zbMATH OpenOpenAlexFDO

Authors Taras Bodnar, Thorsten Dickhaus

Publication date 29 May 2017

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-015-0539-4

zbMATH Keywords

multivariate normal distributiondistributional transformmultiple testing\(p\) valuecovariance matrixStudent's \(t\)total positivity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 838305 (Why is no real title available?)
• scientific article; zbMATH DE number 3285865 (Why is no real title available?)
• A concept of negative dependence using stochastic ordering
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• An improved Bonferroni procedure for multiple tests of significance
• Elliptically contoured models in statistics and portfolio theory
• Multiple comparison procedures in linear models
• On the distributional transform, Sklar's theorem, and the empirical copula process
• Simultaneous Statistical Inference
• Some probability inequalities for ordered MTP₂ random variables: a proof of the Simes conjecture
• Some results on false discovery rate in stepwise multiple testing procedures.
• The control of the false discovery rate in multiple testing under dependency.
• The multivariate-\(t\) distribution and the Simes inequality

Cited in

(4)

• Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences
• Multiple multi-sample testing under arbitrary covariance dependency
• Some Stein-type inequalities for multivariate elliptical distributions and applications
• On Samuel's \(p\)-value model and the Simes test under dependence

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