On the Simes inequality in elliptical models

DOI10.1007/s10463-015-0539-4zbMath1398.62141OpenAlexW2236026596MaRDI QIDQ2397052

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

covariance matrixtotal positivitymultiple testingmultivariate normal distributionStudent's \(t\)\(p\) valuedistributional transform

Mathematics Subject Classification ID

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

Related Items

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

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