The multivariate-\(t\) distribution and the Simes inequality

DOI10.1016/j.spl.2012.08.013zbMath1259.60014OpenAlexW2004350291MaRDI QIDQ1933728

Jie Wang, Henry W. Block, Thomas H. Savits, Sanat Kumar Sarkar

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.08.013

zbMATH Keywords

positive dependencemultivariate-\(t\) distribution\(\mathrm{MTP}_2\)Simes' inequality

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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