Simes' (1986) procedure for testing an intersection null hypothesis in terms of the individual p-values corresponding to the component hypotheses is extended to allow the allotment of different weights to the different component hypotheses. Preliminary necessary results on distributions of...

Two extensions of the T-method for multiple comparisons on a set of parameters are discussed, which are easily applied to cases where the allied random variables do not satisfy the usual conditions imposed by the T-method. The two generalized T-procedures are compared with the S and the...

Dummy variable-based tests for event studies using multivariate regression are common in finance, especially for banking-related studies. These tests are not robust to nonnormality of the residual, even for arbitrarily large sample sizes. Such methods typically overstate the significance of the...

Parametric dummy variable-based tests for event studies using multivariate regression are not robust to nonnormality of the residual, even for arbitrarily large sample sizes. Bootstrap alternatives are described, investigated, and compared for cases where there are nonnormalities, and...