Related papers: Wald type and Phi-divergence based test-statistics…

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

This paper is focused on $f$-divergences, consisting of three main contributions. The first one introduces integral representations of a general $f$-divergence by means of the relative information spectrum. The second part provides a new…

The class of composite likelihood functions provides a flexible and powerful toolkit to carry out approximate inference for complex statistical models when the full likelihood is either impossible to specify or unfeasible to compute.…

The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This paper develops on another but lesser-known shortcoming called the…

In large scale genetic association studies, a primary aim is to test for association between genetic variants and a disease outcome. The variants of interest are often rare, and appear with low frequency among subjects. In this situation,…

Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

As with all measurements, the measurement of examinee ability, in terms of scores that the examinee obtains in a test, is also error-ridden. The quantification of such error or uncertainty in the test score data--or rather the complementary…

Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…

In survival studies, classical inferences for left-truncated data require quasi-independence, a property that the joint density of truncation time and failure time is factorizable into their marginal densities in the observable region. The…

Inference about a scalar parameter of interest is a core statistical task that has attracted immense research in statistics. The Wald statistic is a prime candidate for the task, on the grounds of the asymptotic validity of the standard…

TF-IDF is a classical formula that is widely used for identifying important terms within documents. We show that TF-IDF-like scores arise naturally from the test statistic of a penalized likelihood-ratio test setup capturing word burstiness…

In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of…

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…

Distance-based regression model, as a nonparametric multivariate method, has been widely used to detect the association between variations in a distance or dissimilarity matrix for outcomes and predictor variables of interest in genetic…

I propose two U-statistics to test coefficients in generalized linear models. One of them is used to deal with global hypothesis and the other one to test with the nuisance parameter. Both the statistics proposed are within high-dimensional…

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Introduction: estimation of confidence intervals (CIs) of binomial proportions has been reviewed more than once but the directional interpretation, distinguishing the overestimation from the underestimation, was neglected while the sample…

We propose a class of two-sample statistics for testing the equality of proportions and the equality of survival functions. We build our proposal on a weighted combination of a score test for the difference in proportions and a Weighted…

Test statistics which are invariant under various subgroups of the orthogonal group are shown to provide tests whose powers are asymptotically equal to their level against the usual type of contiguous alternative in models where the number…