Search Results - subject:"Test statistic"

Did you mean: subject:"Test statistics" (6,765 results)

Multiple Testing. Part II. Step-Down Procedures for Control of the Family-Wise Error Rate

Laan, Mark van der; Dudoit, Sandrine; Pollard, Katherine - In: Statistical Applications in Genetics and Molecular Biology 3 (2007) 1, pp. 14-14

The present article proposes two step-down multiple testing procedures for asymptotic control of the family-wise error rate (FWER): the first procedure is based on maxima of test statistics (step-down maxT), while the second relies on minima of unadjusted p-values (step-down minP). A key feature...

Persistent link: https://www.econbiz.de/10005246511

On Some Tests of the Covariance Matrix Under General Conditions

Gupta, Arjun; Xu, Jin - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10005395716

Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market

Solibakke, P. B. - In: The European Journal of Finance 11 (2005) 2, pp. 111-136

The paper investigates the presence of non-linear dependencies in stock returns for the Norwegian equity market as it is very difficult to interpret the unconditional distribution of stock returns and its economic implications if the i.i.d. assumption is violated. Standard tests of non-linear...

Persistent link: https://www.econbiz.de/10005438039

Multiple Testing. Part I. Single-Step Procedures for Control of General Type I Error Rates

Dudoit, Sandrine; Laan, Mark van der; Pollard, Katherine - Berkeley Electronic Press - 2004

The present article proposes general single-step multiple testing procedures for controlling Type I error rates defined as arbitrary parameters of the distribution of the number of Type I errors, such as the generalized family-wise error rate. A key feature of our approach is the test statistics...

Persistent link: https://www.econbiz.de/10005246355

Multiple Testing. Part II. Step-Down Procedures for Control of the Family-Wise Error Rate

Laan, Mark van der; Dudoit, Sandrine; Pollard, Katherine - Berkeley Electronic Press - 2004

Persistent link: https://www.econbiz.de/10005178540

Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Zivot, Eric; Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1990

-mining. The asymptotic distribution of the "estimated break point" test statistic is determined. The data series considered by … Perron are reanalyzed using this test statistic. The empirical results make use of the asymptotics developed for the test … statistic as well as extensive finite sample corrections obtained by simulation. The effect on the empirical results of fat …

Persistent link: https://www.econbiz.de/10005634743