Wolf, Michael

A well-conditioned estimator for large-dimensional covariance matrices

Ledoit, O., & Wolf, M. (2004) · Journal of Multivariate Analysis

Statistical Methods and InferenceRandom Matrices and Applications

Cited by 3,046

Stepwise Multiple Testing as Formalized Data Snooping

Romano, J. P., & Wolf, M. (2005) · Econometrica

Statistical Methods in Clinical TrialsStatistical Methods and Inference

Cited by 1,019

Robust performance hypothesis testing with the Sharpe ratio

Ledoit, O., & Wolf, M. (2008) · Journal of Empirical Finance

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 948

Subsampling

Politis, D. N., Romano, J. P., & Wolf, M. (1999) · Springer Series in Statistics

Statistical Methods and InferenceSurvey Sampling and Estimation Techniques

Cited by 760

Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

Romano, J. P., & Wolf, M. (2005) · Journal of the American Statistical Association

Statistical Methods in Clinical TrialsStatistical Methods and Inference

Cited by 609

Nonstandard Errors

MENKVELD, A. J., DREBER, A., HOLZMEISTER, F., HUBER, J., JOHANNESSON, M., KIRCHLER, M., NEUSÜß, S., RAZEN, M., WEITZEL, U., ABAD‐DÍAZ, D., et al. (2024) · The Journal of Finance

Meta-analysis and systematic reviewsscientometrics and bibliometrics research

Cited by 113