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Nonparametric Archimedean generator estimation with implications for multiple testing
AStA Advances in Statistical Analysis ( IF 1.4 ) Pub Date : 2020-03-05 , DOI: 10.1007/s10182-020-00363-8
André Neumann , Thorsten Dickhaus

In multiple testing, the family-wise error rate can be bounded under some conditions by the copula of the test statistics. Assuming that this copula is Archimedean, we consider two nonparametric Archimedean generator estimators. More specifically, we use the nonparametric estimator from Genest et al. (Test 20(2):223–256, 2011) and a slight modification thereof. In simulations, we compare the resulting multiple tests with the Bonferroni test and the multiple test derived from the true generator as baselines.

中文翻译:

非参数阿基米德生成器估计对多重测试的影响

在多重测试中,按家庭统计的错误率可以在某些条件下受测试统计的联系所限制。假设此语系是阿基米德,我们考虑两个非参数的阿基米德生成器估计量。更具体地说,我们使用Genest等人的非参数估计量。(Test 20(2):223-256,2011)及其稍作修改。在模拟中,我们将所得的多重测试与Bonferroni测试以及从真实生成器得出的多重测试作为基线进行比较。
更新日期:2020-03-05
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