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~person:"Yen, Meng-Feng"
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SPA test
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data snooping
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familiywise error rate
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Yen, Meng-Feng
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A generalized stepwise procedure with improved power for multiple inequalities testing
Hsu, Yu-Chien
;
Kuan, Chung-ming
;
Yen, Meng-Feng
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 730-755
Persistent link: https://www.econbiz.de/10010512283
Saved in:
2
A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
Hsu, Yu-Chin
;
Kuan, Chung-Ming
;
Yen, Meng-Feng
-
Institute of Economics, Academia Sinica
-
2013
We propose a stepwise test, Step-SPA(k), for multiple inequalities testing. This test is analogous to the Step-
SPA
test
…
Persistent link: https://www.econbiz.de/10011277956
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