A modified Gauss test for correlated samples with application to combining dependent tests or p-values
Year of publication: |
2015
|
---|---|
Authors: | Hartung, Joachim ; Elpelt-Hartung, Bärbel ; Knapp, Guido |
Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 145-157
|
Subject: | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling | Korrelation | Correlation | Schätztheorie | Estimation theory |
-
Testing large-dimensional correlation
Arnold, Matthias, (2007)
-
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia, (2014)
-
A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia, (2014)
- More ...
-
On testing variance components in ANOVA models
Hartung, Joachim, (2000)
-
Hartung, Joachim, (1999)
-
Hartung, Joachim, (2000)
- More ...