statistical approach in the context of an intersection union test in multiple testing. We document the relevance of coherent tests …

An intersection–union test for supporting the hypothesis that a given investment strategy is optimal among a set of … alternatives is presented. It compares the Sharpe ratio of the benchmark with that of each other strategy. The intersection–union … test takes serial dependence into account and does not presume that asset returns are multivariate normally distributed. An …

An intersection-union test for supporting the hypothesis that a given investment strategy is optimal among a set of … alternatives is presented. It compares the Sharpe ratio of the benchmark with that of each other strategy. The intersection-union … test takes serial dependence into account and does not presume that asset returns are multivariate normally distributed. An …

example censored data.Thirdly, we develop a multivariate intersection-union bioequivalence test. The intersection-union test …

parameters is further assessed. An intersection–union test (IUT) is proposed to test the DM hypothesis, and determine the …