Stepwise multiple testing as formalized data snooping
| Year of publication: |
2005
|
|---|---|
| Authors: | Romano, Joseph P. ; Wolf, Michael |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 4, p. 1237-1282
|
| Subject: | Statistischer Test | Statistical test | Institutioneller Investor | Institutional investor | Schätzung | Estimation | Theorie | Theory | USA | United States | Bootstrap-Verfahren | Bootstrap approach |
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