The key to multiple testing is to respect the dependencies between the marginal hypotheses tests. Any dependency structure can be modeled by so-called copula functions. This makes copulas an interesting tool in multiple testing. In particular, it is possible to explicitly utilize the dependency...

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests