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

Peihan Xiong and Taizhong Hu

Statistics & Probability Letters, 2022, vol. 187, issue C

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.

Keywords: p-variable; Control of probability of type I error; Simes inequality; Positive dependence (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109509

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