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Stepwise multiple testing as formalized data snooping
Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939840
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Exact and approximate stepdown methods for multiple hypothesis testing
Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110443
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Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier (contributor); Wolf, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987