On Samuel’s p-value model and the Simes test under dependence

On Samuel’s p-value model and the Simes test under dependence

The conservativeness of the Simes test under dependence is a key issue in developing many other new test procedures and new error rate criteria. In this paper, we consider several p-variable models and investigate the validity and failure conditions of the Simes test under these models. The main res...

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Veröffentlicht in:Statistics & probability letters 2022-08, Vol.187, p.109509, Article 109509
Hauptverfasser: Xiong, Peihan, Hu, Taizhong
Format: Artikel
Sprache:eng
Schlagworte:
[formula omitted]-variable
Control of probability of type I error
Positive dependence
Simes inequality
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Zusammenfassung:The conservativeness of the Simes test under dependence is a key issue in developing many other new test procedures and new error rate criteria. In this paper, we consider several p-variable models and investigate the validity and failure conditions of the Simes test under these models. The main results have some impact on testing concerns and can give us some insight on the interaction between validity of Simes test and dependence structure.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2022.109509