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  • Search: subject:"Multipler Test"
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Year of publication
Subject
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Multipler Test 7 multiple testing 3 Lineares Regressionsmodell 2 Statistical test 2 Statistischer Test 2 Theorie 2 Theory 2 Anlagepolitik 1 Anlageverhalten 1 Bootstrap-Statistik 1 Börsenkurs 1 Energiekonsum 1 Energy consumption 1 Estimation 1 Fehler 1 Finanzierung 1 Forschungsergebnis 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Optimum 1 Portfolio Selection 1 Portfolio selection 1 Portfolio-Management 1 Regression analysis 1 Regressionsanalyse 1 Resampling 1 Robust statistics 1 Robustes Verfahren 1 Schätzung 1 Share price 1 Time 1 Unternehmen 1 Welt 1 World 1 Zeit 1 Zusammenhang <Mathematik> 1 familywise error rate 1 optimal stopping 1 resamplin 1
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Type of publication
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Book / Working Paper 7
Type of publication (narrower categories)
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Hochschulschrift 2 Thesis 2 Dissertation u.a. Prüfungsschriften 1 Konferenzschrift 1
Language
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English 7
Author
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Romano, Joseph P. 3 Wolf, Michael 3 Alt, Raimund 2 Shaikh, Azeem M. 2 Garras, L. 1 Scaillet, O. 1 Wermers, Russ 1 Wickern, Tobias 1
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Institution
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National Centre of Competence in ResearchFinancial Valuation and Risk Management 1 Swiss Finance Institute <Zürich> 1 Swiss National Centre of Competence in Research North South <Bern> 1
Published in...
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FINRISK research projects 2 CFR working paper 1 FINRISK Working Paper Series 1 Schriftenreihe Finanzmanagement 1 Working Paper 1 Working Paper No. 562 1 Working Paper No. 585 1
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Source
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USB Cologne (business full texts) 3 ECONIS (ZBW) 2 USB Cologne (EcoSocSci) 2
Showing 1 - 7 of 7
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Multiple testing problems in the context of modern portfolio theory
Wickern, Tobias - 2013
Persistent link: https://www.econbiz.de/10013432821
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Hypothesis Testing in Econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - National Centre of Competence in ResearchFinancial … - 2009
This paper reviews important concepts and methods that are useful for hypothesis testing.First, we discuss the Neyman-Pearson framework. Various approaches to optimalityare presented, including finite-sample and large-sample optimality. Then, some of the mostimportant methods are summarized, as...
Persistent link: https://www.econbiz.de/10005868540
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Consonance and the Closure Method in MultipleTesting
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - Swiss Finance Institute <Zürich> - 2009
Consider the problem of testing s hypotheses simultaneously. In order to deal with themultiplicity problem, the classical approach is to restrict attention to procedures that controlthe familywise error rate (FWE). Typically, it is known how to construct tests of the individualhypotheses, and...
Persistent link: https://www.econbiz.de/10005868541
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Balanced Control of Generalized Error Rates
Romano, Joseph P.; Wolf, Michael - Swiss National Centre of Competence in Research North … - 2009
Consider the problem of testing s hypotheses simultaneously. In this paper, we derivemethods which control the generalized familywise error rate given by the probability ofk or more false rejections, abbreviated k-FWER. We derive both single-step and stepdownprocedures that control the k-FWER in...
Persistent link: https://www.econbiz.de/10005868702
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False discoveries in mutual fund performance : measuring luck in estimated alphas
Garras, L.; Scaillet, O.; Wermers, Russ - 2006 - This version, November 2005
Persistent link: https://www.econbiz.de/10004881353
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Multiple hypotheses testing in the linear regression model with applications to economics and finance
Alt, Raimund - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004913057
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Multiple hypotheses testing in the linear regression model with applications to economics and finance
Alt, Raimund - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002570396
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