Browsing by Author "Royen, Thomas"

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    On multivariate chi-square distributions and their applications in testing multiple hypotheses
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Dickhaus, Thorsten; Royen, Thomas
    We are considered with three different types of multivariate chi-square distributions. Their members play important roles as limiting distributions of vectors of test statistics in several applications of multiple hypotheses testing. We explain these applications and provide formulas for computing multiplicity-adjusted p-values under the respective global hypothesis.