Combining dependent P-values

James T. Kost and Michael P. McDermott

Statistics & Probability Letters, 2002, vol. 60, issue 2, 183-190

Abstract: We 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.

Keywords: Fisher's; combination; method; Order; restricted; inference; Scaled; [chi]2; approximation (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (10)

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