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ESTABLISHING STRONG CONTROL OF FAMILYWISE ERROR RATE FOR ITERATIVE STEP-DOWN TESTS
ESTABLISHING STRONG ITERATIVE STEP-DOWN TESTS
2015/3/18
A long-standing problem concerning the iterative analysis of orthogonal
saturated designs has b een resolved. Consider an unreplicated factorial design
yielding indep endent, normally distributed es...
American Step-Up and Step-Down Credit Default Swaps under Levy Models
optimal stopping credit default swaps step-up and step-down options
2011/3/2
This paper studies the valuation of a class of credit default swaps (CDSs) with the embedded
option to switch to a different premium and notional principal anytime prior to a credit event.
American Step-Up and Step-Down Credit Default Swaps under Levy Models
American Step-Up Step-Down Credit Default Swaps Models
2011/1/4
This paper studies the valuation of a class of credit default swaps (CDSs) with the embedded option to switch to a different premium and notional principal anytime prior to a credit event. These are e...
Exact calculation of false discovery rate for step-up and step-down procedures
False Discovery Rate multiple testing step-up procedure positive correlations Power equicorrelated multivariate normal distribution
2010/3/10
We derive exact formulas for the false discovery rate (FDR) and
the Power of any step-up and step-down procedures and for the s-
th moment of the false discovery proportion (FDP) of any step-up
pro...
An adaptive step-down procedure with proven FDR control under independence
Multiple testing false discovery rate
2010/3/19
In this work we study an adaptive step-down procedure for testing
m hypotheses. It stems from the repeated use of the false discovery
rate controlling the linear step-up procedure (sometimes called
...
Hamas government to step down(图)
security
2007/2/13