Logo des Repositoriums
Zur Startseite
  • English
  • Deutsch
Anmelden
  1. Startseite
  2. SuUB
  3. Dissertationen
  4. Multiple Testing under Copula Dependency Structures
 
Zitierlink URN
https://nbn-resolving.de/urn:nbn:de:gbv:46-00106705-12

Multiple Testing under Copula Dependency Structures

Veröffentlichungsdatum
2018-08-28
Autoren
Neumann, André  
Betreuer
Dickhaus, Thorsten  
Gutachter
Blanchard, Gilles  
Zusammenfassung
The key to multiple testing is to respect the dependencies between the marginal hypotheses tests. Any dependency structure can be modeled by so-called copula functions. This makes copulas an interesting tool in multiple testing. In particular, it is possible to explicitly utilize the dependency structure of the data. This leads to the sub-class of copula-based multiple tests. One family of non-parametric copula estimators is constituted by Bernstein copulas. We extend previous statistical results regarding bivariate Bernstein copulas and study their impact on multiple tests. A related topic is the estimation of the proportion of true null hypotheses pi 0. It is a well known result in multiple hypothesis testing that this proportion is not identified under general dependencies. However, it is possible to estimate pi 0 if structural information about the dependency structure among the p-values is available.
Schlagwörter
Asymptotic oscillation behavior

; 

family-wise error rate

; 

p-value

; 

bootstrap

; 

Schweder-Spjotvoll estimator.
Institution
Universität Bremen  
Fachbereich
Fachbereich 03: Mathematik/Informatik (FB 03)  
Dokumenttyp
Dissertation
Zweitveröffentlichung
Nein
Sprache
Englisch
Dateien
Lade...
Vorschaubild
Name

00106705-1.pdf

Size

993.82 KB

Format

Adobe PDF

Checksum

(MD5):1286e0e1e0632bf8086c51fd4ead2c62

Built with DSpace-CRIS software - Extension maintained and optimized by 4Science

  • Datenschutzbestimmungen
  • Endnutzervereinbarung
  • Feedback schicken