Keywords:
Forschungsbericht
Description / Table of Contents:
We provide necessary and sufficient conditions for the validity of the inequality of Simes (1986) in models with elliptical dependencies. Necessary conditions are presented in terms of sufficient conditions for the reverse Simes inequality. One application of our main results concerns the problem of model misspecification, in particular the case that the assumption of Gaussianity of test statistics is violated. Since our sufficient conditions require nonnegativity of correlation coefficients between test statistics, we also develop exact tests for vectors of correlation coefficients.
Type of Medium:
Online Resource
Pages:
Online-Ressource (PDF-Datei: 16 S., 183 KB)
Series Statement:
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik 1967
URL:
https://edocs.tib.eu/files/e01fn14/798206179.pdf
Language:
English
Note:
Systemvoraussetzungen: Acrobat reader.
