Stepwise multiple testing as formalized data snooping
- Author
- ROMANO, Joseph P1 ; WOLF, Michael2
[1] Dept. of Statistics, Sequoia Hall, Stanford University, Stanford, CA 94305, United States
[2] Institute for Empirical Research in Economics, University of Zurich, Blüm lisalpstrasse 10, 8006 Zurich, Switzerland - Source
Econometrica. 2005, Vol 73, Num 4, pp 1237-1282, 46 p ; ref : 2 p
- CODEN
- ECMTA7
- ISSN
- 0012-9682
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Blackwell, Malden, MA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Bootstrap data snooping familywise error multiple testing stepwise method
- Keyword (fr)
- Bootstrap Econométrie Estimation erreur Loi Student Méthode statistique Méthode à pas Simulation statistique Statistique test Taux erreur Test hypothèse Test statistique Surveillance donnée Test multiple
- Keyword (en)
- Bootstrap Econometrics Error estimation Student distribution Statistical method Step method Statistical simulation Test statistic Error rate Hypothesis test Statistical test Data snooping Multiple test
- Keyword (es)
- Bootstrap Econometría Estimación error Ley Student Método estadístico Método a paso Simulación estadística Estadística test Indice error Test hipótesis Test estadístico
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 16939361
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1111/j.1468-0262.2005.00615.x 
https://dx.doi.org/10.1111/j.1468-0262.2005.00615.x
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