Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

DOI10.1007/s11222-019-09906-9zbMath1436.62360arXiv1502.07864OpenAlexW2979021842WikidataQ127171488 ScholiaQ127171488MaRDI QIDQ2302509

Georg Hahn

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.07864

zbMATH Keywords

Monte Carlo simulationmultiple testingoptimal allocationBonferroni correctionThompson sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Paired and multiple comparisons; multiple testing (62J15)

Uses Software

• R
• ORIOGEN
• simctest
• MMCTest
• MCFDR
• SPEW
• QuickMMCTest
• bootlib

Cites Work

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