like Sharpe ratio in order to reflect properly the effect of multiple testing. We propose a consistent Bayesian approach …

like Sharpe ratio in order to reflect properly the effect of multiple testing. We propose a consistent Bayesian approach …

the individual covariates one at a time, whilst taking full account of the multiple testing nature of the inferential … problem involved. We refer to the proposed method as One Covariate at a Time Multiple Testing (OCMT) procedure The OCMT has a …

There has been a recent interest in reporting p-values adjusted for resampling-based stepdown multiple testing … procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed …

This paper takes a multiple testing perspective on the problem of determining the cointegrating rank in …

This paper takes a multiple testing perspective on the problem of determining the cointegrating rank in …

There has been a recent interest in reporting p-values adjusted for resampling-based stepdown multiple testing … procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed …

the individual covariates one at a time, whilst taking full account of the multiple testing nature of the inferential … problem involved. We refer to the proposed method as One Covariate at a Time Multiple Testing (OCMT) procedure The OCMT has a …