FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
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Publication:3632384
DOI10.1017/S0266466608080171zbMath1284.62789OpenAlexW1967298524MaRDI QIDQ3632384
Michael Wolf, Joseph P. Romano, Azeem M. Shaikh
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080171
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
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Uses Software
Cites Work
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