familywise-error-rate

Here are 3 public repositories matching this topic...

hkalager / FDR_buckets

This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".

finance buckets econometrics false-discovery-rate model-confidence-set exchange-traded-funds volatility-modeling familywise-error-rate data-snooping-test

Updated Nov 21, 2022
MATLAB

hkalager / FX_MHT_DMA

Star

This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".

trading-strategies technical-analysis foreign-exchange-rates bayesian-statistics dynamic-models familywise-error-rate

Updated Jul 29, 2021
MATLAB

MarcRagin / holmsb

Star

Stata package for multiple hypothesis testing adjustment using Holm step-down algorithm

stata-command econometrics data-analysis hypothesis-testing stata-packages familywise familywise-error-rate

Updated Mar 28, 2022
Stata

Improve this page

Add a description, image, and links to the familywise-error-rate topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the familywise-error-rate topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly