Multiple-comparison procedures for steady-state simulations
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Publication:1383089
DOI10.1214/aos/1030741080zbMath0894.68178OpenAlexW2015985916MaRDI QIDQ1383089
Publication date: 19 August 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1030741080
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Functional limit theorems; invariance principles (60F17) Paired and multiple comparisons; multiple testing (62J15)
Related Items (4)
Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations ⋮ Multiple comparisons with the best using common random numbers for steady-state simulations ⋮ Comparison with a standard via all-pairwise comparisons ⋮ Asymptotically valid single-stage multiple-comparison procedures
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