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| Type | Working Paper |
| Scope | Discipline-based scholarship |
| Title | Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap |
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| Institution | University of Zurich |
| Series Name | Working paper series / Department of Economics |
| Number | 254 |
| ISSN | 1664-7041 |
| Number of Pages | 18 |
| Date | 2017 |
| Abstract Text | In many multiple testing problems, the individual null hypotheses (i) concern univariate parameters and (ii) are one-sided. In such problems, power gains can be obtained for bootstrap multiple testing procedures in scenarios where some of the parameters are 'deep in the null' by making certain adjustments to the null distribution under which to resample. In this paper, we compare a Bonferroni adjustment that is based on finite-sample considerations with certain 'asymptotic' adjustments previously suggested in the literature. |
| Official URL | http://www.econ.uzh.ch/static/workingpapers.php?id=933 |
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| Keywords | Bonferroni, multiple hypothesis testing, stepwise method, Bonferroni-Ungleichung, Statistischer Test, Bootstrap-Statistik |