Stepwise multiple testing as formalized data snooping
Year of publication: |
2005
|
---|---|
Authors: | Romano, Joseph P. ; Wolf, Michael |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 4, p. 1237-1282
|
Subject: | Statistischer Test | Statistical test | Institutioneller Investor | Institutional investor | Schätzung | Estimation | Theorie | Theory | USA | United States | Bootstrap-Verfahren | Bootstrap approach |
-
Stepwise multiple testing as formalized data snooping
Romano, Joseph P., (2003)
-
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A., (1996)
-
Return distributions and bootstrap goodness-of-fit tests
Behr, Andreas, (2012)
- More ...
-
Hypothesis Testing in Econometrics
Romano, Joseph P., (2009)
-
Consonance and the Closure Method in MultipleTesting
Romano, Joseph P., (2009)
-
Balanced Control of Generalized Error Rates
Romano, Joseph P., (2009)
- More ...