To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied
Year of publication: |
2007-12
|
---|---|
Authors: | Fan, Jianqing ; Hall, Peter ; Yao, Qiwei |
Institutions: | London School of Economics (LSE) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of the American Statistical Association, December, 2007, 102(480), pp. 1282-1288. ISSN: 0162-1459 |
Classification: | C1 - Econometric and Statistical Methods: General |
Source: |
-
The Informational Content of Credit Ratings,and Cyclical Patterns of Default Rates
Rösch, Daniel, (2002)
-
Ownership Structure and Development of Polish Life InsuranceCompanies: Evidence from 1991 to 2004
Sliwinski, Adam, (2006)
-
Financial returns, sentiment and market volatility: A dynamic assessment
Borgioli, Stefano, (2024)
- More ...
-
Fan, Jianqing, (2007)
-
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing, (2008)
-
Adaptive varying co-efficient linear models
Fan, Jianqing, (2003)
- More ...