IDEAS home Printed from https://ideas.repec.org/a/spr/testjl/v17y2008i3p461-471.html
   My bibliography  Save this article

Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling

Author

Listed:
  • Joseph Romano

    ()

  • Azeem Shaikh

    ()

  • Michael Wolf

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Joseph Romano & Azeem Shaikh & Michael Wolf, 2008. "Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 461-471, November.
  • Handle: RePEc:spr:testjl:v:17:y:2008:i:3:p:461-471
    DOI: 10.1007/s11749-008-0134-6
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11749-008-0134-6
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008. "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, vol. 24(02), pages 404-447, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song, 2011. "Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1695-1705, November.
    2. Bajgrowicz, Pierre & Scaillet, Olivier, 2012. "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, vol. 106(3), pages 473-491.
    3. Galizzi, Matteo M. & Navarro-Martínez, Daniel, 2018. "On the external validity of social preference games: a systematic lab-field study," LSE Research Online Documents on Economics 84088, London School of Economics and Political Science, LSE Library.
    4. de Uña-Alvarez Jacobo, 2012. "The Beta-Binomial SGoF method for multiple dependent tests," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(3), pages 1-32, May.
    5. Moon, H.R. & Perron, B., 2012. "Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel," Journal of Econometrics, Elsevier, vol. 169(1), pages 29-33.
    6. Ferreira José A. & Berkhof Johannes & Souverein Olga & Zwinderman Koos, 2009. "A Multiple Testing Approach to High-Dimensional Association Studies with an Application to the Detection of Associations between Risk Factors of Heart Disease and Genetic Polymorphisms," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 8(1), pages 1-56, January.
    7. Roland G. Fryer, Jr. & Steven D. Levitt & John A. List, 2015. "Parental Incentives and Early Childhood Achievement: A Field Experiment in Chicago Heights," NBER Working Papers 21477, National Bureau of Economic Research, Inc.
    8. Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015. "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, vol. 50(C), pages 359-363.
    9. repec:sbe:breart:v:31:y:2011:i:2:a:7173 is not listed on IDEAS
    10. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 398-415, May.
    11. Li Wang & Xingzhong Xu & Yong A, 2016. "New multiple testing method under no dependency assumption, with application to multiple comparisons problem," Statistical Papers, Springer, vol. 57(1), pages 161-183, March.
    12. Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011. "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(2), December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:17:y:2008:i:3:p:461-471. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.