Block, Henry W.; Savits, Thomas H.; Wang, Jie; Sarkar, … - In: Statistics & Probability Letters 83 (2013) 1, pp. 227-232
Sarkar (1998) showed that certain positively dependent (MTP2) random variables satisfy the Simes inequality. The multivariate-t distribution does not satisfy this (MTP2) property, so other means are necessary. A corollary was given in Sarkar (1998) to handle this distribution, but there is an...