False discovery rate control under Archimedean copula

DOI10.1214/14-EJS950zbMath1305.62269arXiv1305.3897MaRDI QIDQ470503

Thorsten Dickhaus, Taras Bodnar

Publication date: 12 November 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.3897

zbMATH Keywords

exchangeability\(p\)-valuesClayton copulalinear step-up testmultiple hypotheses testingGumbel-Hougaard copula

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15)

Related Items (7)

Optimizing effective numbers of tests by vine copula modeling ⋮ Uncertainty quantification for the family-wise error rate in multivariate copula models ⋮ Copula modeling from Abe Sklar to the present day ⋮ Nonparametric Archimedean generator estimation with implications for multiple testing ⋮ Multivariate multiple test procedures based on nonparametric copula estimation ⋮ Copulas, uncertainty, and false discovery rate control ⋮ Bounds for the Clayton copula

Uses Software

• nacopula

Cites Work

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