Multivariate and multiple permutation tests

DOI10.1016/j.jeconom.2016.01.003zbMath1420.62250OpenAlexW2301774247MaRDI QIDQ284300

Joseph P. Romano, Eun Yi Chung

Publication date: 18 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.003

zbMATH Keywords

bootstrapfamilywise error ratepermutation testmultiple testsprepivoting

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

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