144 citations · 524 across the 36 of their papers we have counts for
Showing 2014Show all
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stat.ME2014
A Lévy-driven rainfall model with applications to futures pricing
Ragnhild C. Noven, Almut E. D. Veraart, Axel Gandy
We propose a parsimonious stochastic model for characterising the distributional and temporal properties of rainfall. The model is based on an integrated Ornstein-Uhlenbeck process…
stat.ME2014★ 10 cited
A Framework for Monte Carlo based Multiple Testing
Axel Gandy, Georg Hahn
We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Car…
stat.AP2014★ 10 cited
QuickMMCTest - Quick Multiple Monte Carlo Testing
Axel Gandy, Georg Hahn
Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus oft…