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

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  • Xiong, Peihan
  • Hu, Taizhong

Abstract

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.

Suggested Citation

  • Xiong, Peihan & Hu, Taizhong, 2022. "On Samuel’s p-value model and the Simes test under dependence," Statistics & Probability Letters, Elsevier, vol. 187(C).
    • Handle: RePEc:eee:stapro:v:187:y:2022:i:c:s0167715222000864
    DOI: 10.1016/j.spl.2022.109509
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    References listed on IDEAS

    as
    1. Yaowu Liu & Jun Xie, 2020. "Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 393-402, January.
    2. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 499-516, December.
    3. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    4. N A Heard & P Rubin-Delanchy, 2018. "Choosing between methods of combining $p$-values," Biometrika, Biometrika Trust, vol. 105(1), pages 239-246.
    5. H. Finner & M. Roters & K. Strassburger, 2017. "On the Simes test under dependence," Statistical Papers, Springer, vol. 58(3), pages 775-789, September.
    6. Taras Bodnar & Thorsten Dickhaus, 2017. "On the Simes inequality in elliptical models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 215-230, February.
    7. Block, Henry W. & Savits, Thomas H. & Wang, Jie & Sarkar, Sanat K., 2013. "The multivariate-t distribution and the Simes inequality," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 227-232.
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