Nonparametric Archimedean generator estimation with implications for multiple testing

被引：0
作者：
André Neumann
Thorsten Dickhaus
机构：
[1] University of Bremen,Institute for Statistics
来源：
AStA Advances in Statistical Analysis | 2020年 / 104卷
关键词：
Kendall’s distribution function; Copula; Family-wise error rate; -values;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In multiple testing, the family-wise error rate can be bounded under some conditions by the copula of the test statistics. Assuming that this copula is Archimedean, we consider two nonparametric Archimedean generator estimators. More specifically, we use the nonparametric estimator from Genest et al. (Test 20(2):223–256, 2011) and a slight modification thereof. In simulations, we compare the resulting multiple tests with the Bonferroni test and the multiple test derived from the true generator as baselines.
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页码：309 / 323
页数：14
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