Combining dependent P-values

We derive an approximation to the null distribution of Fisher's statistic for combining p-values when the underlying test statistics are jointly distributed as multivariate t with common denominator. Applications to testing problems involving order-restricted parameters are briefly discussed.

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Year of publication:	2002
Authors:	Kost, James T. ; McDermott, Michael P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 2, p. 183-190
Publisher:	Elsevier
Keywords:	Fisher's combination method Order restricted inference Scaled [chi]2 approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223446