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You searched for id:"oai:elib.suub.uni-bremen.de:DISS/00106705". One record found.

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Universität Bremen

1. Neumann, André. Multiple Testing under Copula Dependency Structures.

Degree: PhD, FB3, 2018, Universität Bremen

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. Advisors/Committee Members: Dickhaus, Thorsten (advisor), Dickhaus, Thorsten (referee), Blanchard, Gilles (referee).

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Neumann, A. (2018). Multiple Testing under Copula Dependency Structures. (Doctoral Dissertation). Universität Bremen. Retrieved from http://elib.suub.uni-bremen.de/edocs/00106705-1.pdf

Chicago Manual of Style (16th Edition):

Neumann, André. “Multiple Testing under Copula Dependency Structures.” 2018. Doctoral Dissertation, Universität Bremen. Accessed October 21, 2018. http://elib.suub.uni-bremen.de/edocs/00106705-1.pdf.

MLA Handbook (7th Edition):

Neumann, André. “Multiple Testing under Copula Dependency Structures.” 2018. Web. 21 Oct 2018.

Vancouver:

Neumann A. Multiple Testing under Copula Dependency Structures. [Internet] [Doctoral dissertation]. Universität Bremen; 2018. [cited 2018 Oct 21]. Available from: http://elib.suub.uni-bremen.de/edocs/00106705-1.pdf.

Council of Science Editors:

Neumann A. Multiple Testing under Copula Dependency Structures. [Doctoral Dissertation]. Universität Bremen; 2018. Available from: http://elib.suub.uni-bremen.de/edocs/00106705-1.pdf

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