English
Related papers

Related papers: A Wald-type test statistic for testing linear hypo…

200 papers

This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…

Econometrics · Economics 2025-10-21 Jean-Marie Dufour , Purevdorj Tuvaandorj

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

When an underlying logit based order dose-response model is considered with small or moderate sample sizes, the Cochran-Armitage (CA) test represents the most efficient test in the framework of the test-statistics applied with asymptotic…

Methodology · Statistics 2014-02-28 Nirian Martín , Raquel Mata

Zhang (2019) presented a general estimation approach based on the Gaussian distribution for general parametric models where the likelihood of the data is difficult to obtain or unknown, but the mean and variance-covariance matrix are known.…

Statistics Theory · Mathematics 2023-02-15 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The classical likelihood ratio test (LRT) based on the asymptotic chi-squared distribution of the log likelihood is one of the fundamental tools of statistical inference. A recent universal LRT approach based on sample splitting provides…

Methodology · Statistics 2022-11-22 Robin Dunn , Aaditya Ramdas , Sivaraman Balakrishnan , Larry Wasserman

Robust inferential methods based on divergences measures have shown an appealing trade-off between efficiency and robustness in many different statistical models. In this paper, minimum density power divergence estimators (MDPDEs) for the…

Statistics Theory · Mathematics 2023-12-06 A. Felipe , M. Jaenada , P. Miranda , L. Pardo

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

Under complete linkage disequilibrium (LD), robust tests often have greater power than Pearson's chi-square test and trend tests for the analysis of case-control genetic association studies. Robust statistics have been used in…

Methodology · Statistics 2010-10-26 Gang Zheng , Jungnam Joo , Dmitri Zaykin , Colin Wu , Nancy Geller

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

Econometrics · Economics 2025-02-04 Jean-Yves Pitarakis

In this paper we introduce a new family of estimators for the parameters of shape and scale of the log-logistic distribution being robust when rank set sample method is used to select the data. Rank set sampling arises as a way to reduce…

Statistics Theory · Mathematics 2024-04-05 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

The most popular hypothesis testing procedure, the likelihood ratio test, is known to be highly non-robust in many real situations. Basu et al. (2013a) provided an alternative robust procedure of hypothesis testing based on the density…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Ayanendranath Basu , Leandro Pardo

This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been…

Statistics Theory · Mathematics 2015-05-15 Song Cai , Jiahua Chen , James V. Zidek

We propose some parametric tests for ergodic diffusion-plus-noise model, which is a version of state-space modelling in statistics for stochastic diffusion equations. The test statistics are classified into three types:…

Statistics Theory · Mathematics 2018-04-06 Shogo H. Nakakita , Masayuki Uchida

Robust tests of general composite hypothesis under non-identically distributed observations is always a challenge. Ghosh and Basu (2018, Statistica Sinica, 28, 1133--1155) have proposed a new class of test statistics for such problems based…

Statistics Theory · Mathematics 2019-01-08 Abhik Ghosh , Ayanendranath Basu

The robustness of classifiers has become a question of paramount importance in the past few years. Indeed, it has been shown that state-of-the-art deep learning architectures can easily be fooled with imperceptible changes to their inputs.…

Computer Vision and Pattern Recognition · Computer Science 2020-06-12 Théo Giraudon , Vincent Gripon , Matthias Löwe , Franck Vermet

We provide a novel analysis of Wald's sequential probability ratio test based on information theoretic measures for symmetric thresholds, symmetric noise, and equally likely hypotheses under the assumption that the test exactly terminates…

Information Theory · Computer Science 2017-08-24 Meik Dörpinghaus , Édgar Roldán , Izaak Neri , Heinrich Meyr , Frank Jülicher

In this letter, we consider multiple statistical classification problem where a sequence of n independent and identically distributed observations, that are generated by one of M discrete sources, need to be classified. The source…

Information Theory · Computer Science 2021-08-31 Hüseyin Afşer

In real life we often deal with independent but not identically distributed observations (i.n.i.d.o), for which the most well-known statistical model is the multiple linear regression model (MLRM) without random covariates. While the…

Statistics Theory · Mathematics 2021-02-25 Elena Castilla , Maria Jaenada , Leandro Pardo

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo