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Statistical Papers

, Volume 58, Issue 3, pp 775–789 | Cite as

On the Simes test under dependence

  • H. Finner
  • M. Roters
  • K. Strassburger
Regular Article

Abstract

In 1986, R. J. Simes proposed a modified Bonferroni test procedure for testing an overall null hypothesis in multiple testing problems, nowadays referred to as the Simes test. The paper of Simes may be considered as a basic step in the development of many new test procedures and new error rate criteria as for example control of the false discovery rate. A key issue is the validity of the Simes test and the underlying Simes inequality under dependence. Although it has been proved that the Simes inequality is valid under suitable assumptions on dependence structures, important cases are not covered yet. In this note we investigate p-values based on exchangeable test statistics in order to explore reasons for the validity or failure of the Simes inequality. We provide sufficient conditions for the asymptotic validity of the Simes inequality and its possible strictness. We also show by means of an easy-to-compute counterexample that exchangeability by itself is not sufficient for the validity of the Simes inequality.

Keywords

Exchangeable random variables Multivariate total positivity of order 2 Positive regression dependence  Simes inequality 

Mathematics Subject Classification

62J15 62F03 62F05 

Notes

Acknowledgments

This work was supported by the Ministry of Science and Research of the State of North Rhine-Westphalia (MIWF NRW) and the German Federal Ministry of Health (BMG).

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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.Institute for Biometrics and Epidemiology, German Diabetes CenterLeibniz Institute for Diabetes Research at Heinrich-Heine-University DüsseldorfDüsseldorfGermany
  2. 2.Fachbereich IV – MathematikUniversität TrierTrierGermany

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