Related papers: New multi-sample nonparametric tests for panel cou…
Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…
This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…
Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved significantly by pooling the information of individuals…
In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…
In a functional setting, we propose two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the empirical variance of the…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…
We discuss techniques of estimation and inference for nonstationary nonlinear cohort panels with learning from experience, showing, inter alia, the consistency and asymptotic normality of the nonlinear least squares estimator used in…
We introduce new nonparametric predictors for homogeneous pooled data in the context of group testing for rare abnormalities and show that they achieve optimal rates of convergence. In particular, when the level of pooling is moderate, then…
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…
Consider a big data multiple testing task, where, due to storage and computational bottlenecks, one is given a very large collection of p-values by splitting into manageable chunks and distributing over thousands of computer nodes. This…
Cognitive diagnosis models have been popularly used in fields such as education, psychology, and social sciences. While parametric likelihood estimation is a prevailing method for fitting cognitive diagnosis models, nonparametric…
The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…