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Asymptotics in multiple hypotheses testing under dependence: beyond normality

Dey, Monitirtha - In: Statistical Papers 66 (2025) 7

into the performances of multiple testing procedures under dependence. …

Persistent link: https://www.econbiz.de/10015517640

Multiple testing of a function's monotonicity

Zhao, Wei; Kaplan, David M. - 2025

Persistent link: https://www.econbiz.de/10015472271

Regularizing stock return covariance matrices via multiple testing of correlations

Luger, Richard - In: Journal of econometrics 248 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015556429

On limiting behaviors of stepwise multiple testing procedures

Dey, Monitirtha - In: Statistical Papers 65 (2024) 9, pp. 5691-5717

Stepwise multiple testing procedures have attracted several statisticians for decades and are also quite popular with … asymptotically zero. We also establish similar limiting zero results on FWER of other popular multiple testing rules, e.g., Hochberg …

Persistent link: https://www.econbiz.de/10015358808

Empirical Bayes methods in labor economics

Walters, Christopher R. - 2024

Labor economists increasingly work in empirical contexts with large numbers of unit-specific parameters. These settings include a growing number of value-added studies measuring causal effects of individual units like firms, managers, neighborhoods, teachers, schools, doctors, hospitals, police...

Persistent link: https://www.econbiz.de/10015165491

Variable selection in high dimensional linear regressions with parameter instability

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - In: Journal of econometrics 246 (2024) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10015555958

Empirical Bayes methods in labor economics

Walters, Christopher R. - 2024

Persistent link: https://www.econbiz.de/10015130312

Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2020

large. Amongst the extant variable selection approaches we focus on the recently developed One Covariate at a time Multiple … Testing (OCMT) method that allows a natural distinction between the selection and forecasting stages, and provide theoretical …

Persistent link: https://www.econbiz.de/10012269545

Variable selection and forecasting in high dimensional linear regressions with structural breaks

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2020

Persistent link: https://www.econbiz.de/10012258549

Variable Selection in High Dimensional Linear Regressions with Parameter Instability

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023

Multiple Testing (OCMT) method. This procedure allows a natural distinction between the selection and forecasting stages. We …

Persistent link: https://www.econbiz.de/10014290133

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