Nonparametric Bayesian multiple testing for longitudinal performance stratification

DOI10.1214/09-AOAS252zbMath1184.62156arXiv1009.5869MaRDI QIDQ965133

James G. Scott

Publication date: 21 April 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5869

zbMATH Keywords

Bayesian model selectionfinancial time seriesmultiple testingnonparametric Bayes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Related Items

Adjusting background noise in cluster analyses of longitudinal data, Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem, Bayesian hidden Markov models for dependent large-scale multiple testing, A Bayesian nonparametric testing procedure for paired samples, Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification, Nonparametric Bayesian multiple testing for longitudinal performance stratification, A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control

Uses Software

• EBayesThresh

Cites Work

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