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False Discovery Rate-Adjusted Multiple Confidence Intervals for Selected Parameters

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  • Yoav Benjamini
  • Daniel Yekutieli

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  • Yoav Benjamini & Daniel Yekutieli, 2005. "False Discovery Rate-Adjusted Multiple Confidence Intervals for Selected Parameters," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 71-81, March.
  • Handle: RePEc:bes:jnlasa:v:100:y:2005:p:71-81
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    References listed on IDEAS

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    1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
    2. Haldrup, Niels & Nielsen, Morten Orregaard, 2006. "A regime switching long memory model for electricity prices," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376.
    3. Knittel, Christopher R. & Roberts, Michael R., 2005. "An empirical examination of restructured electricity prices," Energy Economics, Elsevier, vol. 27(5), pages 791-817, September.
    4. Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
    5. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    6. Jensen, S ren Tolver & Rahbek, Anders, 2004. "Asymptotic Inference For Nonstationary Garch," Econometric Theory, Cambridge University Press, vol. 20(06), pages 1203-1226, December.
    7. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    8. Baillie, Richard T & Chung, Ching-Fan & Tieslau, Margie A, 1996. "Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 23-40, Jan.-Feb..
    9. Wilkinson, Louise & Winsen, Joseph, 2002. "What We Can Learn from a Statistical Analysis of Electricity Prices in New South Wales," The Electricity Journal, Elsevier, vol. 15(3), pages 60-69, April.
    10. Doornik, Jurgen A. & Ooms, Marius, 2003. "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 333-348, March.
    11. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    Citations

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    Cited by:

    1. Yang Liu & Jan Hannig, 2016. "Generalized Fiducial Inference for Binary Logistic Item Response Models," Psychometrika, Springer;The Psychometric Society, vol. 81(2), pages 290-324, June.
    2. Bickel David R., 2012. "Empirical Bayes Interval Estimates that are Conditionally Equal to Unadjusted Confidence Intervals or to Default Prior Credibility Intervals," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(3), pages 1-34, February.
    3. repec:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0560-4 is not listed on IDEAS
    4. Klingenberg, Bernhard & Satopää, Ville, 2013. "Simultaneous confidence intervals for comparing margins of multivariate binary data," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 87-98.
    5. repec:bla:jorssb:v:79:y:2017:i:5:p:1367-1389 is not listed on IDEAS
    6. Bansal Naveen K., 2007. "Decision theoretic Bayesian hypothesis testing with the selection goal," Statistics & Risk Modeling, De Gruyter, vol. 25(1/2007), pages 1-21, January.
    7. Lee, Donghwan & Lee, Youngjo, 2016. "Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 1-13.
    8. John Mullahy & Stephanie A. Robert, 2008. "No Time to Lose? Time Constraints and Physical Activity," NBER Working Papers 14513, National Bureau of Economic Research, Inc.
    9. Yoav Benjamini, 2010. "Discovering the false discovery rate," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 405-416.

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