Related papers: Wald type and Phi-divergence based test-statistics…
Bartholomew's trend test belongs to the broad class of isotonic regression models, specifically with a single qualitative factor, e.g. dose levels. Using the approximation of the ANOVA F-test by the maximum contrast test against grand mean…
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…
This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…
Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…
We consider interval estimation of the difference between two binomial proportions. Several methods of constructing such an interval are known. Unfortunately those confidence intervals have poor coverage probability: it is significantly…
In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the…
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.…
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…
For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…
Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and…
In this paper we study the (strong) Leibniz property of centered moments of bounded random variables. We shall answer a question raised by M. Rieffel on the non-commutative standard deviation.
Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…
In this paper, we propose considering an exact likelihood score (ELS) test for non-inferiority comparison and we derive its test-based confidence interval for the difference between two independent binomial proportions. The p-value for this…
The likelihood ratio test is widely used in exploratory factor analysis to assess the model fit and determine the number of latent factors. Despite its popularity and clear statistical rationale, researchers have found that when the…
The modes of a statistical population are high frequency points around which most of the probability mass is accumulated. For the particular case of circular densities, we address the problem of testing if, given an observed sample of a…
The recently introduced framework of universal inference provides a new approach to constructing hypothesis tests and confidence regions that are valid in finite samples and do not rely on any specific regularity assumptions on the…
Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…
The bootstrap, based on resampling, has, for several decades, been a widely used method for computing confidence intervals for applications where no exact method is available and when sample sizes are not large enough to be able to rely on…
We derive the exact asymptotic distribution of the conditional likelihood-ratio test in instrumental variables regression under weak instrument asymptotics and for multiple endogenous variables. The distribution is conditional on all…
In clinical trials involving paired organs such as eyes, ears, and kidneys, binary outcomes may be collected bilaterally or unilaterally. In such combined datasets, bilateral outcomes exhibit intra-subject correlation, while unilateral…