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Testing Jumps via False Discovery Rate Control

Many recently developed nonparametric jump tests can be viewed as multiple hypothesis testing problems. For such multiple hypothesis tests, it is well known that controlling type I error often makes a large proportion of erroneous rejections, and such situation becomes even worse when the jump occur...

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Detalles Bibliográficos
Autor principal: Yen, Yu-Min
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3616021/
https://www.ncbi.nlm.nih.gov/pubmed/23573190
http://dx.doi.org/10.1371/journal.pone.0058365