Optimizing effective numbers of tests by vine copula modeling

DOI10.1515/demo-2020-0010zbMath1457.62229arXiv2002.10281OpenAlexW3087012569MaRDI QIDQ828043

Thorsten Dickhaus, Nico Steffen

Publication date: 14 January 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.10281

zbMATH Keywords

multiple testingfamily-wise error rateKendall's \(\tau \)Dißmann algorithmglobal significance levellocal significance levels

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17) Paired and multiple comparisons; multiple testing (62J15)

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Erratum to: ``Optimizing effective numbers of tests by vine copula modeling

Cites Work

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