Risk inflation of sequential tests controlled by alpha investing
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Publication:5220929
DOI10.1080/00949655.2014.990454OpenAlexW2169044137MaRDI QIDQ5220929
Robert A. Stine, Dean P. Foster
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.990454
Cites Work
- A universal prior for integers and estimation by minimum description length
- The risk inflation criterion for multiple regression
- α-Investing: a Procedure for Sequential Control of Expected False Discoveries
- Universal codeword sets and representations of the integers
- Ideal spatial adaptation by wavelet shrinkage
- Learning and Smoothed Analysis
- VIF Regression: A Fast Regression Algorithm for Large Data
- Testing Statistical Hypotheses
- Elements of Information Theory
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