Optimizing effective numbers of tests by vine copula modeling (Q828043)
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scientific article; zbMATH DE number 7294480
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| English | Optimizing effective numbers of tests by vine copula modeling |
scientific article; zbMATH DE number 7294480 |
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Optimizing effective numbers of tests by vine copula modeling (English)
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14 January 2021
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Dißmann algorithm
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family-wise error rate
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global significance level
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Kendall's \(\tau \)
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local significance levels
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multiple testing
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0.8172386288642883
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0.7477524280548096
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0.7300330996513367
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0.7265210747718811
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