On the Simes inequality in elliptical models

The Multivariate - t distribution and the Simes Inequality

Abstract. Sarkar (1998) showed that certain positively dependent (MTP2) random variables satisfy the Simes Inequality. The multivariate-t distribution does not satisfy this property, so other means are necessary to show that it also satisfies the Simes inequality. A corollary was given in Sarkar (1998) to handle this distribution, but there is an error. In this paper a direct proof is given to ...

On the Simes inequality and its generalization∗

The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and strengthen it and a recently proposed generalization of it to offer an alternative simpler proof.

Nonlinear‎ ‎Regression Models Based on Slash‎ ‎Skew-Elliptical Errors

‎In this paper‎, ‎the nonlinear regression models when the model errors follow a slash‎ ‎skew-elliptical distribution‎, ‎are considered‎. ‎In the special case‎ ‎of nonlinear regression models under slash skew-t distribution‎, ‎we‎ ‎present some distributional properties‎, ‎and to estimate their‎ ‎parameters‎, ‎w...

BATHTUB FAILURE RATES OF MIXTURES IN RELIABILITY AND THE SIMES INEQUALITY UNDER DEPENDENCE IN MULTIPLE TESTING by

Some Generalized Fwer Procedures

In a multiple testing problem where one is willing to tolerate a few false rejections, procedure controlling the familywise error rate (FWER) can potentially be improved in terms of its ability to detect false null hypotheses by generalizing it to control the k-FWER, the probability of falsely rejecting at least k null hypotheses, for some fixed k > 1. Simes’ test for testing the intersection n...