WIAS Preprint No. 1913, (2014)

On multivariate chi-square distributions and their applications in testing multiple hypotheses



Authors

  • Dickhaus, Thorsten
  • Royen, Thomas

2010 Mathematics Subject Classification

  • 62J15 62E15

Keywords

  • Contingency tables, Kruskal-Wallis test, multiple Wald tests, multivariate analysis, multivariate gamma distributions, statistical genetics

Abstract

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.

Appeared in

  • Statistics, (2015) pp. 427--454 .

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