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Multiple testing of a function's monotonicity

Zhao, Wei - 2023

Persistent link: https://www.econbiz.de/10014464287

Dating financial bubbles via online multiple testing procedures

Genoni, Giulia; Quatto, Piero; Vacca, Gianmarco - In: Finance research letters 58 (2023) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10014581058

Smoothing of stepwise multiple testing procedures

Gordon, Alexander Y. - In: Statistics & Probability Letters 87 (2014) C, pp. 149-157

Cohen et al. (2007) introduced the concept of a smooth multiple testing procedure and suggested a method for smoothing …

Persistent link: https://www.econbiz.de/10011039850

A sharp upper bound for the expected number of false rejections

Gordon, Alexander Y. - In: Statistics & Probability Letters 82 (2012) 8, pp. 1507-1514

We consider the class of monotone multiple testing procedures (monotone MTPs). It includes, among others, traditional step-down (Holm type) and step-up (Benjamini–Hochberg type) MTPs, as well as their generalization–step-up-down procedures (Tamhane et al., 1998). Our main result–the...

Persistent link: https://www.econbiz.de/10011040136