Testing over a continuum of null hypotheses

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Preprints des Instituts für Mathematik der Universität Potsdam ; 1 (2012) 1

Event: Veröffentlichung

(where): Potsdam

(who): Universität Potsdam

(when): 2012

Creator: Blanchard, Gilles
Delattre, Sylvain
Roquain, Étienne

URN: urn:nbn:de:kobv:517-opus-56877

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:48 PM CET

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Blanchard, Gilles
Delattre, Sylvain
Roquain, Étienne
Universität Potsdam

Time of origin

2012

Other Objects (12)

Testing statistical hypotheses

Multiscale Testing of Qualitative Hypotheses

Learning and Testing Powerful Hypotheses

Arbeitspapier

Multiscale testing of qualitative hypotheses

On the problem of testing hypotheses

Testing semiparametric hypotheses in locally stationary processes

Transformation model selection by multiple hypotheses testing

Arbeitspapier

Testing multiple inequality hypotheses: A smoothed indicator approach

Testing relevant hypotheses in functional time series via self-normalization

Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing

Hochschulschrift

Controlling the Number of False Rejections in Multiple Hypotheses Testing

Testing nonparametric hypotheses for stationary processes by estimating minimal distances

Testing statistical hypotheses

Multiscale Testing of Qualitative Hypotheses

Learning and Testing Powerful Hypotheses

Arbeitspapier

Multiscale testing of qualitative hypotheses

On the problem of testing hypotheses

Testing semiparametric hypotheses in locally stationary processes

Transformation model selection by multiple hypotheses testing

Arbeitspapier

Testing multiple inequality hypotheses: A smoothed indicator approach

Testing relevant hypotheses in functional time series via self-normalization

Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing

Hochschulschrift

Controlling the Number of False Rejections in Multiple Hypotheses Testing

Testing nonparametric hypotheses for stationary processes by estimating minimal distances

Testing statistical hypotheses

Multiscale Testing of Qualitative Hypotheses

Learning and Testing Powerful Hypotheses

Arbeitspapier

Multiscale testing of qualitative hypotheses

On the problem of testing hypotheses

Testing semiparametric hypotheses in locally stationary processes

Transformation model selection by multiple hypotheses testing

Arbeitspapier

Testing multiple inequality hypotheses: A smoothed indicator approach

Testing relevant hypotheses in functional time series via self-normalization

Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing

Hochschulschrift

Controlling the Number of False Rejections in Multiple Hypotheses Testing

Testing nonparametric hypotheses for stationary processes by estimating minimal distances

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Testing over a continuum of null hypotheses

Object Details

References and Relationships

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Testing statistical hypotheses

Multiscale Testing of Qualitative Hypotheses

Learning and Testing Powerful Hypotheses

Multiscale testing of qualitative hypotheses

On the problem of testing hypotheses

Testing semiparametric hypotheses in locally stationary processes

Transformation model selection by multiple hypotheses testing

Testing multiple inequality hypotheses: A smoothed indicator approach

Testing relevant hypotheses in functional time series via self-normalization

Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing

Controlling the Number of False Rejections in Multiple Hypotheses Testing

Testing nonparametric hypotheses for stationary processes by estimating minimal distances

Testing statistical hypotheses

Multiscale Testing of Qualitative Hypotheses

Learning and Testing Powerful Hypotheses

Multiscale testing of qualitative hypotheses

On the problem of testing hypotheses

Testing semiparametric hypotheses in locally stationary processes

Transformation model selection by multiple hypotheses testing

Testing multiple inequality hypotheses: A smoothed indicator approach

Testing relevant hypotheses in functional time series via self-normalization

Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing

Controlling the Number of False Rejections in Multiple Hypotheses Testing

Testing nonparametric hypotheses for stationary processes by estimating minimal distances

Testing statistical hypotheses

Multiscale Testing of Qualitative Hypotheses

Learning and Testing Powerful Hypotheses

Multiscale testing of qualitative hypotheses

On the problem of testing hypotheses

Testing semiparametric hypotheses in locally stationary processes

Transformation model selection by multiple hypotheses testing

Testing multiple inequality hypotheses: A smoothed indicator approach

Testing relevant hypotheses in functional time series via self-normalization

Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing

Controlling the Number of False Rejections in Multiple Hypotheses Testing

Testing nonparametric hypotheses for stationary processes by estimating minimal distances

Related objects

Reset password