On the Simes inequality in elliptical models

DOI10.1007/S10463-015-0539-4zbMATH Open1398.62141OpenAlexW2236026596MaRDI QIDQ2397052FDOQ2397052

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

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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)

Cites Work

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• An improved Bonferroni procedure for multiple tests of significance
• On the distributional transform, Sklar's theorem, and the empirical copula process
• The control of the false discovery rate in multiple testing under dependency.
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
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• Simultaneous Statistical Inference
• Some results on false discovery rate in stepwise multiple testing procedures.
• Elliptically contoured models in statistics and portfolio theory
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• Some probability inequalities for ordered MTP\(_2\) random variables: a proof of the Simes conjecture
• Multiple comparison procedures in linear models
• A concept of negative dependence using stochastic ordering
• 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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