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Multivariate analysis of variance (MANOVA) is a powerful and versatile method to infer and quantify main and interaction effects in metric multivariate multi-factor data. It is, however, neither robust against change in units nor a…

Statistics Theory · Mathematics 2018-02-13 Dennis Dobler , Sarah Friedrich , Markus Pauly

The Area Under the ROC Curve (AUC) is a widely used performance metric for binary classifiers. However, as a global ranking statistic, the AUC aggregates model behavior over the entire dataset, masking localized weaknesses in specific…

Applications · Statistics 2025-08-12 Agus Sudjianto , Alice J. Liu

When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However ,…

Machine Learning · Statistics 2016-07-06 Nicolas Goix

We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…

Methodology · Statistics 2021-03-30 Maozhu Dai , Weining Shen , Hal S. Stern

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…

Econometrics · Economics 2019-12-10 Raffaello Seri , Samuele Centorrino , Michele Bernasconi

The dynamic range is an important parameter which measures the spread of sound power, and for music signals it is a measure of recording quality. There are various descriptive measures of sound power, none of which has strong statistical…

Applications · Statistics 2018-02-15 Pietro Coretto , Francesco Giordano

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…

Statistics Theory · Mathematics 2016-08-16 Damla Şentürk , Hans-Georg Müller

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Methodology · Statistics 2022-08-05 Leonie Selk , Jan Gertheiss

Researchers are often interested in examining between-individual differences in within-individual processes. If the process under investigation is tracked for a long time, its trajectory may show a certain degree of nonlinearity, so that…

Methodology · Statistics 2025-12-02 Jin Liu , Robert A. Perera

A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for…

Methodology · Statistics 2013-09-24 Mengjie Chen , Zhao Ren , Hongyu Zhao , Harrison Zhou

The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under…

Methodology · Statistics 2025-10-22 Eva-Maria Walz , Andreas Eberl , Tilmann Gneiting

Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…

Statistics Theory · Mathematics 2021-01-01 Lihua Lei , Peng Ding

This work is devoted to the analysis of the performance of energy detection based spectrum sensing in the presence of enriched fading conditions which are distinct for the large number of multipath components and the lack of a dominant…

Information Theory · Computer Science 2016-12-30 Paschalis C. Sofotasios , Mulugeta K. Fikadu , Khuong Ho-Van , Mikko Valkama , George K. Karagiannidis

This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…

Statistics Theory · Mathematics 2025-08-27 Tien Dat Nguyen , Thanh Mai Pham Ngoc

To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

The quality of healthcare provided by hospitals is subject to considerable variability. Consequently, accurate measurements of hospital performance are essential for various decision-makers, including patients, hospital managers and health…

Applications · Statistics 2020-11-16 Eva van Weenen , Stefan Feuerriegel

The performance of risk prediction models is often characterized in terms of discrimination and calibration. The Receiver Operating Characteristic (ROC) curve is widely used for evaluating model discrimination. When evaluating the…

Methodology · Statistics 2021-10-19 Mohsen Sadatsafavi , Paramita Saha-Chaudhuri , John Petkau

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty…

Machine Learning · Statistics 2025-12-01 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt