Search Results - subject:"Multiple tests"

Hou, Kewei; Qiao, Fang; Zhang, Xiaoyan - 2023

To study the cross-section of returns in the Chinese stock market, we follow the anomaly literature and construct 454 strategies between 2000 and 2020, based on 208 firm-level trading and accounting signals. With the conventional single-testing t-statistic cutoff of 1.96, 101 strategies have...

Persistent link: https://www.econbiz.de/10014254986

Survey expectations and adjustments for multiple testing

Clements, Michael P. - In: Journal of economic behavior & organization 224 (2024), pp. 338-354

Persistent link: https://www.econbiz.de/10014634100

Detecting bubbles via FDR and FNR based on calibrated p-values

Genoni, Giulia; Quatto, Piero; Vacca, Gianmarco - In: Quantitative finance 24 (2024) 10, pp. 1463-1491

Persistent link: https://www.econbiz.de/10015196936

Optimal screening of populations with heterogeneous risk profiles under the availability of multiple tests

Aprahamian, Hrayer; El-Amine, Hadi - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 150-164

Persistent link: https://www.econbiz.de/10013358898

Multiple tests for the performance of different investment strategies

Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof - 2010

In the context of modern portfolio theory, we compare the out-of-sample performance of 8 investment strategies which are based on statistical methods with the out-of-sample performance of a family of trivial strategies. A wide range of approaches is considered in this work, including the...

Persistent link: https://www.econbiz.de/10010304605

Multiple tests for the performance of different investment strategies

Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof - Seminar für Wirtschafts- und Sozialstatistik, … - 2010

Persistent link: https://www.econbiz.de/10009019666

Multivariate and multiple permutation tests

Chung, EunYi; Romano, Joseph P. - In: Journal of econometrics 193 (2016) 1, pp. 76-91

Persistent link: https://www.econbiz.de/10011704767

Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory

Meyners, Michael - 2002

Analyzing repeated difference tests aims in significance testing for differences as well as in estimating the mean discrimination ability of the consumers. In addition to the average success probability, the proportion of consumers that may detect the difference between two products and...

Persistent link: https://www.econbiz.de/10009770524

A Two-Step Multiple Comparison Procedure for a Large Number of Tests and Multiple Treatments

Jiang, Hongmei; Doerge, Rebecca - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 28-28

For situations where the number of tested hypotheses is increasingly large, the power to detect statistically significant multiple treatment effects decreases. As is the case with microarray technology, often researchers are interested in identifying differentially expressed genes for more than...

Persistent link: https://www.econbiz.de/10005585043

Statistical Significance Threshold Criteria For Analysis of Microarray Gene Expression Data

Cheng, Cheng; Pounds, Stanley; Boyett, James; Pei, Deqing; … - In: Statistical Applications in Genetics and Molecular Biology 3 (2007) 1, pp. 36-36

statistical significance criteria that complement the existing FDR methods for large-scale multiple tests are desirable. Three … selection, are developed in this research. The first two are general significance threshold criteria for large-scale multiple … tests; the profile information criterion is related to the recent theoretical studies of the connection between FDR control …

Persistent link: https://www.econbiz.de/10005752555