Pages that link to "Item:Q5393931"
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The following pages link to Stepwise Multiple Testing as Formalized Data Snooping (Q5393931):
Displaying 50 items.
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Statistical tests for multiple forecast comparison (Q105896) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- Multiplicity- and dependency-adjusted \(p\)-values for control of the family-wise error rate (Q273827) (← links)
- Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing (Q274160) (← links)
- Designing neural networks for modeling biological data: a statistical perspective (Q395741) (← links)
- A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters (Q427110) (← links)
- Stepup procedures for control of generalizations of the familywise error rate (Q449953) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- Mutual fund performance: false discoveries, bias, and power (Q645510) (← links)
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- Inference after estimation of breaks (Q2043254) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance (Q2158695) (← links)
- The profitability in the FTSE 100 index: a new Markov chain approach (Q2180274) (← links)
- Sequential tests of multiple hypotheses controlling type I and II familywise error rates (Q2250703) (← links)
- Confidence intervals for dependent data: equating non-overlap with statistical significance (Q2445685) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- A specification test for discrete choice models (Q2451426) (← links)
- Hypothesis testing for arbitrary bounds (Q2453055) (← links)
- Generalizing Simes' test and Hochberg's stepup procedure (Q2477063) (← links)
- Further results on controlling the false discovery proportion (Q2510827) (← links)
- Flexible HAR model for realized volatility (Q2697034) (← links)
- Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate (Q2792306) (← links)
- A model selection test for bivariate failure-time data (Q2886950) (← links)
- Multistage Tests of Multiple Hypotheses (Q3585262) (← links)
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES (Q3632384) (← links)
- Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches (Q4561894) (← links)
- Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
- INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)
- QuantNet: transferring learning across trading strategies (Q5079395) (← links)
- Multidimensional Poverty: Measurement, Estimation, and Inference (Q5080540) (← links)
- An Intersection Test for Panel Unit Roots (Q5080544) (← links)
- Bootstrap Joint Prediction Regions (Q5251504) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE (Q5859557) (← links)
