Hochberg procedure under negative dependence
DOI10.5705/SS.202016.0306zbMATH Open1382.62041OpenAlexW2594470671MaRDI QIDQ4602129FDOQ4602129
Authors: Jiangtao Gou, Ajit C. Tamhane 
Publication date: 26 January 2018
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202016.0306
Recommendations
- Negative dependence and the Simes inequality
- Negative dependence and Srinivasan's sampling process
- Aspects of negative dependence structures
- Maximum likelihood estimation, from doubly censored samples, of the mean of a normal distribution with known coeffucient of variation
- Negative dependence and stochastic orderings
- Negative dependence structures through stochastic ordering
- scientific article
- A concept of negative dependence using stochastic ordering
- Negative dependence in sampling
multiple comparisonsSimes testmultivariate uniform distributionfamilywise type I error ratenegative/positive dependence through stochastic orderingnegative/positive quadrant dependence
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Paired and multiple comparisons; multiple testing (62J15)
Cited In (6)
- Hochberg's Step-Up Method: Cutting Corners Off Holm's Step-Down Method
- Symmetric graphs for equally weighted tests, with application to the Hochberg procedure
- Optimal weighted Bonferroni tests and their graphical extensions
- Control of false positive rates in clusterwise fMRI inferences
- Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints
- On Samuel's \(p\)-value model and the Simes test under dependence
This page was built for publication: Hochberg procedure under negative dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4602129)
