Related papers: An efficient asymptotic approach for testing monot…
In this paper we consider some hypothesis tests within a family of Wishart distributions, where both the sample space and the parameter space are symmetric cones. For such testing problems, we first derive the joint density of the ordered…
A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is…
We study sorting of permutations by random swaps if each comparison gives the wrong result with some fixed probability $p<1/2$. We use this process as prototype for the behaviour of randomized, comparison-based optimization heuristics in…
Standard statistical methods that do not take proper account of the complexity of survey design can lead to erroneous inferences when applied to survey data due to unequal selection probabilities, clustering, and other design features. In…
Consider a binary statistical hypothesis testing problem, where $n$ independent and identically distributed random variables $Z^n$ are either distributed according to the null hypothesis $P$ or the alternative hypothesis $Q$, and only $P$…
Weak-identification-robust tests for instrumental variable (IV) regressions are typically developed separately depending on whether the number of IVs is treated as fixed or increasing with the sample size, forcing researchers to make a…
We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…
A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model (McCullagh (1980)) is used for the…
In the Gaussian sequence model $Y=\mu+\xi$, we study the likelihood ratio test (LRT) for testing $H_0: \mu=\mu_0$ versus $H_1: \mu \in K$, where $\mu_0 \in K$, and $K$ is a closed convex set in $\mathbb{R}^n$. In particular, we show that…
We study quantum dichotomies and the resource theory of asymmetric distinguishability using a generalization of Strassen's theorem on preordered semirings. We find that an asymptotic variant of relative submajorization, defined on…
A t-test is considered a standard procedure for inference on population means and is widely used in scientific discovery. However, as a special case of a likelihood-ratio test, t-test often shows drastic performance degradation due to the…
We study sequential testing for a binary disease outcome when risk follows an unknown logistic model. At each round, the decision maker may either pay for a test revealing the true label or predict the outcome based on patient features and…
Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…
There are many models, often called unnormalized models, whose normalizing constants are not calculated in closed form. Maximum likelihood estimation is not directly applicable to unnormalized models. Score matching, contrastive divergence…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
There are many different proposed procedures for sample size planning for the Wilcoxon-Mann-Whitney test at given type-I and type-II error rates $\alpha$ and $\beta$, respectively. Most methods assume very specific models or types of data…
Traditionally, the Dirichlet-multinomial distribution has been recognized as a key model for contingency tables generated by cluster sampling schemes. There are, however, other possible distributions appropriate for these contingency…
With advancement of medicine, alternative exposures or interventions are emerging with respect to a common outcome, and there are needs to formally test the difference in the associations of multiple exposures. We propose a duplication…
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…