A generalized stepwise procedure with improved power for multiple inequalities testing
Yu-Chin Hsu; Chung-Ming Kuan; Meng-Feng Yen
| Year of publication: |
2014
|
|---|---|
| Authors: | Hsu, Yu-Chien ; Kuan, Chung-ming ; Yen, Meng-Feng |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 4, p. 730-755
|
| Subject: | data snooping | false discovery proportion | familiywise error rate | least favorable configuration | multiple inequalities testing | Reality check | SPA test | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010512283