On Familywise Error Rate Cutoffs under Pairwise Exchangeability
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DOI: 10.1007/s11009-023-10018-1
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- Thomas Fung & Eugene Seneta, 2010. "Modelling and Estimation for Bivariate Financial Returns," International Statistical Review, International Statistical Institute, vol. 78(1), pages 117-133, April.
- Fung, Thomas & Seneta, Eugene, 2021. "Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case," Statistics & Probability Letters, Elsevier, vol. 178(C).
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Keywords
Familywise error rate; Step-down procedure; Pairwise exchangeability; Iterative improvement; Multivariate Normal; Generalized Hyperbolic;All these keywords.
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