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Stepwise multiple testing as formalized data snooping
Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939840
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Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
Persistent link: https://www.econbiz.de/10014226606
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Scaled and adjusted restricted tests in multi-sample analysis of moment structures
Satorra, Albert - 1999
Persistent link: https://www.econbiz.de/10001409505
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Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011472365
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A residual-based ADF test for stationary cointegration in I (2) settings
Gómez Biscarri, Javier; Hualde, Javier - 2014
Persistent link: https://www.econbiz.de/10010425763
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Exact and approximate stepdown methods for multiple hypothesis testing
Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110443
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Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier (contributor); Wolf, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
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A note on robust detection
Devroye, Luc; Györfi, László; Lugosi, Gábor - 2000
Persistent link: https://www.econbiz.de/10001511670
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Finite sample nonparametric tests for linear regressions
Gossner, Olivier; Schlag, Karl H. - 2010
Persistent link: https://www.econbiz.de/10008663504