DUFOUR, Jean-Marie; KHALAF, Lynda; VOIA, Marcel - Centre Interuniversitaire de Recherche en Économie … - 2013
This paper suggests Monte Carlo multiple test procedures which are provably valid in finite samples. These include …. We also adapt the Monte Carlo test method to non-continuous combined statistics. The methods suggested are applied to … non-spurious power gains (over standard combination methods) can be achieved through the combined Monte Carlo test …