Testing Jumps via False Discovery Rate Control
Many recently developed nonparametric jump tests can be viewed as multiple hypothesis testing problems. For such multiple hypothesis tests, it is well known that controlling type I error often makes a large proportion of erroneous rejections, and such situation becomes even worse when the jump occur...
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| Format: | Online |
| Language: | English |
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Public Library of Science
2013
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| Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3616021/ |