Multivariate multiple test procedures based on nonparametric copula estimation
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Cites work
- A note on bootstrap approximations for the empirical copula process
- A note on proving that the (modified) bootstrap works
- Adaptive designs with arbitrary dependence structure
- Adaptive designs with arbitrary dependence structure based on Fisher's combination test
- An introduction to copulas.
- Approximation Theorems of Mathematical Statistics
- Archimedean copula estimation using Bayesian splines smoothing techniques
- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Beta kernel estimators for density functions
- De copulis non est disputandum. Copulae: an overview
- Dependence modeling in non-life insurance using the Bernstein copula
- Dependence modeling with copulas
- Estimating the density of a copula function
- False discovery rate control under Archimedean copula
- From Bernstein polynomials to Bernstein copulas
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3285865 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Incorporating support constraints into nonparametric estimators of densities
- Large sample behavior of the Bernstein copula estimator
- Multiple comparison procedures in linear models
- Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate
- New copulas based on general partitions-of-unity and their applications to risk management. II.
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- On the asymptotic properties of the Bernstein estimator of the multivariate distribution function
- On the rate of convergence of Bernstein polynomials of functions of bounded variation
- Simultaneous Statistical Inference
- Simultaneous test procedures in terms of p-value copulae
- Stochastic-Process Limits
- Strong approximation of empirical copula processes by Gaussian processes
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- The oscillation behavior of empirical processes: The multivariate case
- Uncertainty quantification for the family-wise error rate in multivariate copula models
Cited in
(10)- Uncertainty quantification for the family-wise error rate in multivariate copula models
- On nonparametric tests of multivariate meta-ellipticity
- New copulas based on general partitions-of-unity. III: The continuous case
- Nonparametric Archimedean generator estimation with implications for multiple testing
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables
- Simultaneous test procedures in terms of p-value copulae
- Copula modeling from Abe Sklar to the present day
- Bernstein copula characteristic function
- Subuniformity of harmonic mean p-values
- Optimizing effective numbers of tests by vine copula modeling
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