Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2005
; consequently, the problem of evaluating joint rejection probabilities arises frequently in econometrics and statistics. In this …. Whereas most available multiple test techniques are conservative in the presence of non-independent statistics, our proposed … combination methods to the non-independent statistics contexts. We first cast the multiple test problem into a unified statistical …