Combining dependent P-values
AbstractWe derive an approximation to the null distribution of Fisher's statistic for combining p-values when the underlying test statistics are jointly distributed as multivariate t with common denominator. Applications to testing problems involving order-restricted parameters are briefly discussed.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 60 (2002)
Issue (Month): 2 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Follmann, Dean & Proschan, Michael, 2012. "A test of location for exchangeable multivariate normal data with unknown correlation," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 115-125, February.
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