Uncertainty quantification for the family-wise error rate in multivariate copula models
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Publication:1621987
DOI10.1007/s10182-014-0241-5zbMath1443.62140OpenAlexW2130134195MaRDI QIDQ1621987
Thorsten Dickhaus, Taras Bodnar, Jens Stange
Publication date: 12 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-014-0241-5
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Paired and multiple comparisons; multiple testing (62J15)
Related Items (9)
Multiplicity- and dependency-adjusted \(p\)-values for control of the family-wise error rate ⋮ Optimizing effective numbers of tests by vine copula modeling ⋮ Uncertainty quantification for the family-wise error rate in multivariate copula models ⋮ A new user specific multiple testing method for business applications: the SiMaFlex procedure ⋮ Copula modeling from Abe Sklar to the present day ⋮ Nonparametric Archimedean generator estimation with implications for multiple testing ⋮ False discovery rate control under Archimedean copula ⋮ Multivariate multiple test procedures based on nonparametric copula estimation ⋮ Copulas, uncertainty, and false discovery rate control
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Cites Work
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