On the Simes inequality and its generalization
By Sanat K. Sarkar. 2008
47 citations recorded by the source corpus.
The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and strengthen it and a recently proposed generalization of it to offer an alternative simpler proof.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/db6b09daa34ba71d0c54ba2703c69adc94ecee1d
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In Statistics and Probability
- Aldo Solari
- Jelle J. Goeman
- Thijmen J. P. Krebs
- Rosa J. Meijer
- Jesse Hemerik
- Mark Rubin
- Anders Gorst-rasmussen
- Thomas H. Scheike
Citations in the corpus
- Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing (2016, background): “This procedure is valid whenever the Simes inequality holds for the set of all true hypotheses, which happens under independence of p-values and certain forms of positive dependence (Sarkar, 2008; Finner et al., 2014).”
- Multiple hypothesis testing in genomics (2014, background): “…or two-sided joint normal test statistics under a different condition that allows some negative correlations; Simes’ inequality has also been shown to hold for some important cases for which PDS fails, such as the for certain basic multivariate t -distributions with common denominators [27].”