Related papers: The Hiemstra-Jones Test Revisited
In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…
We propose a Hausman test for the correct specification of unobserved heterogeneity in both linear and nonlinear fixed-effects panel data models. The null hypothesis is that heterogeneity is either time-invariant or, symmetrically,…
Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…
Re-randomization has gained popularity as a tool for experiment-based causal inference due to its superior covariate balance and statistical efficiency compared to classic randomized experiments. However, the basic re-randomization method,…
We consider univariate distributions with finite moments of all positive orders. The moment problem is to determine whether or not a given distribution is uniquely determined by the sequence of its moments. There is a huge literature on…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…
We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…
We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to…
Large-scale multiple testing problems require the simultaneous assessment of many p-values. This paper compares several methods to assess the evidence in multiple binomial counts of p-values: the maximum of the binomial counts after…
Hypothesis testing is an essential statistical method in psychology and the cognitive sciences. The problems of traditional null hypothesis significance testing (NHST) have been discussed widely, and among the proposed solutions to the…
An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved.…
Aims: To re-introduce the Heckman model as a valid empirical technique in alcohol studies. Design: To estimate the determinants of problem drinking using a Heckman and a two-part estimation model. Psychological and neuro-scientific studies…
\citet{Rosenbaum83ps} introduced the notion of the propensity score and discussed its central role in causal inference with observational studies. Their paper, however, caused a fundamental incoherence with an early paper by…
Time Series Analysis has been given a great amount of study in which many useful tests were developed. The phenomenal work of Engle and Granger in 1987 and Johansen in 1988 has paved the way for the most commonly used cointegration tests so…
Joint modelling of longitudinal observations and event times continues to remain a topic of considerable interest in biomedical research. For example, in HIV studies, the longitudinal bio-marker such as CD4 cell count in a patient's blood…
A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…
In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
Heisenberg's uncertainty principle was originally posed for the limit of the accuracy of simultaneous measurement of non-commuting observables as stating that canonically conjugate observables can be measured simultaneously only with the…