Related papers: A Test Statistic for Weighted Runs
This article gives a synopsis on new developments in affine invariant tests for multivariate normality in an i.i.d.-setting, with special emphasis on asymptotic properties of several classes of weighted $L^2$-statistics. Since weighted…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…
Likelihood ratio tests are a widely used method in global analyses in particle physics. The computation of the statistical significance (p-value) of these tests is usually done with a simple formula that relies on Wilks' theorem. There are,…
Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…
We develop a pivotal test to assess the statistical significance of the feature variables in a single-layer feedforward neural network regression model. We propose a gradient-based test statistic and study its asymptotics using…
Permutation tests enable testing statistical hypotheses in situations when the distribution of the test statistic is complicated or not available. In some situations, the test statistic under investigation is multivariate, with the multiple…
Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…
Imagine that you could calculate of posttest probabilities, i.e. Bayes theorem with simple addition. This is possible if we stop thinking of probabilities as ranging from 0 to 1.0. There is a naturally occurring linear probability space…
Although several nonparametric tests are available for testing population identical distributions or equal means in multiple groups problem, the Van der Waerden test has asymptotically the same efficiency as the classical one-way analysis…
A probabilistic representation for a class of weighted $p$-radial distributions, based on mixtures of a weighted cone probability measure and a weighted uniform distribution on the Euclidean $\ell_p^n$-ball, is derived. Large deviation…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…
We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…
Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher's combination test. In modern large-scale data analysis, correlation and sparsity are common…
Particle physics experiments use likelihood ratio tests extensively to compare hypotheses and to construct confidence intervals. Often, the null distribution of the likelihood ratio test statistic is approximated by a $\chi^2$ distribution,…
We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…
In this paper we obtain an adjusted version of the likelihood ratio test for errors-in-variables multivariate linear regression models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…