nonlinearity, the probability of one or more tests' leading to a false rejection increases with the number of tests being performed …, and an analysis of the nonlinearity properties of GDP data from five OECD countries is presented as an illustration. …

nonlinearity, the probability of one or more tests' leading to a false rejection increases with the number of tests being performed …, and an analysis of the nonlinearity properties of GDP data from five OECD countries is presented as an illustration. …

It is a common practice to use resampling methods such as the bootstrap for calculating the p-value for each test when … performing large scale multiple testing. The precision of the bootstrap p-values and that of the false discovery rate (FDR … important need, we developed a simple adaptive bootstrap methodology for large scale multiple testing, which reduces the total …

Bayesian literature, with many variations and some preference for two versions labelled pppost and pcpred. The bootstrap method … develop: an ancillary based p-value designated panc; a special version of the Bayesian pcpred; and a bootstrap based p … bootstrap would require a magnitude more in computation and would perhaps not be accessible. Examples are given to indicate the …

Fluctuation Analysis). Some of these tests exhibit size distortions in small-samples. It is well known that the bootstrap … long memory such as ARFIMA, p-values are calculated using the post-blackening, moving block bootstrap. The Monte Carlo … studies suggest that the bootstrap critical values perform better. The results are applied to financial return time series. …

Bayesian literature, with many variations and some preference for two versions labelled pppost and pcpred. The bootstrap method … develop: an ancillary based p-value designated panc; a special version of the Bayesian pcpred; and a bootstrap based p … bootstrap would require a magnitude more in computation and would perhaps not be accessible. Examples are given to indicate the …

This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …