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math.ST2010★ 14 cited
Multivariate saddlepoint approximations in tail probability and conditional inference
John Kolassa, Jixin Li
We extend known saddlepoint tail probability approximations to multivariate cases, including multivariate conditional cases. Our approximation applies to both continuous and lattic…
math.ST2009★ 24 cited
A new multiple testing method in the dependent case
Arthur Cohen, Harold B. Sackrowitz, Minya Xu
The most popular multiple testing procedures are stepwise procedures based on -values for individual test statistics. Included among these are the false discovery rate (FDR) con…