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Browsing by Author "Dickhaus, Thorsten"
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2012-06-26DiskussionspapierMultiple point hypothesis test problems and effective numbers of tests Dickhaus, Thorsten; Stange, JensWe consider a special class of multiple testing problems, consisting of M simultaneous point hypothesis tests in local statistical experiments. Under certain structural assumptions the global hypothesis contains exactly ...
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2012-04-08DiskussionspapierSimultaneous Statistical Inference in Dynamic Factor Models Dickhaus, ThorstenBased on the theory of multiple statistical hypothesis testing, we elaborate simultaneous statistical inference methods in dynamic factor models. In particular, we employ structural properties of multivariate chi-squared ...
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2012-08-21DiskussionspapierSimultaneous test procedures in terms of p-value copulae Dickhaus, Thorsten; Gierl, JakobAt least since [1], a broad class of multiple comparison procedures, so-called simultaneous test procedures (STPs), is established in the statistical literature. Elements of an STP are a testing family, consisting of a set ...