DOI: 10.5176/2251-1911_CMCGS15.02

Authors: Thorsten Dickhaus

Abstract:  We construct asymptotic simultaneous test procedures by making use of extreme value theory as the number of hypotheses tends to infinity. Three exemplary model classes are studied in detail and the accuracy of the proposed asymptotic multiple tests in terms of family-wise error rate control is assessed by means of computer simulations.

Keywords: extremal index; max statistic; multiple hypotheses testing; simultaneous statistical inference; single-step test; tail behavior

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