97 citations · 161 across the 22 of their papers we have counts for
3 papers · 2 filters
Volterra bootstrap: Resampling higher-order statistics for strictly stationary univariate time series
Natalia Sirotko-Sibirskaya, Matthias O. Franz, Thorsten Dickhaus
We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statist…
On the usage of randomized p-values in the Schweder-Spjotvoll estimator
Anh-Tuan Hoang, Thorsten Dickhaus
We are concerned with multiple test problems with composite null hypotheses and the estimation of the proportion of true null hypotheses. The Schweder-Spjøtvoll estimator $…
Optimizing effective numbers of tests by vine copula modeling
Nico Steffen, Thorsten Dickhaus
In the multiple testing context, we utilize vine copulae for optimizing the effective number of tests. It is well known that for the calibration of multiple tests (for control of t…