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Standard inference about a scalar parameter estimated via GMM amounts to applying a t-test to a particular set of observations. If the number of observations is not very large, then moderately heavy tails can lead to poor behavior of the…

Econometrics · Economics 2020-07-15 Ulrich K. Mueller

Multivariate (average) equivalence testing is widely used to assess whether the means of two conditions of interest are `equivalent' for different outcomes simultaneously. The multivariate Two One-Sided Tests (TOST) procedure is typically…

The pervasive use of prevalent cohort studies on disease duration, increasingly calls for appropriate methodologies to account for the biases that invariably accompany samples formed by such data. It is well-known, for example, that…

Statistics Theory · Mathematics 2013-11-07 Ashkan Ertefaie , Masoud Asgharian , David Stephens

Testing for normality is a widely used procedure in statistics and data analysis, often applied prior to employing methods that rely on the assumption of normally distributed data. While several existing tests target distributional…

Methodology · Statistics 2026-04-07 Akin Anarat , Holger Schwender

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Methodology · Statistics 2019-09-18 Alain Desgagné

We analytically investigate size and power properties of a popular family of procedures for testing linear restrictions on the coefficient vector in a linear regression model with temporally dependent errors. The tests considered are…

Statistics Theory · Mathematics 2015-05-12 David Preinerstorfer

The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a…

Methodology · Statistics 2018-03-28 Michael Grayling , Adrian Mander , James Wason

We apply the methods developed by Lockhart et al. (2013) and Taylor et al. (2013) on significance tests for penalized regression to forward stepwise model selection. A general framework for selection procedures described by quadratic…

Methodology · Statistics 2014-05-16 Joshua R. Loftus , Jonathan E. Taylor

Enriching Brownian motion with regenerations from a fixed regeneration distribution $\mu$ at a particular regeneration rate $\kappa$ results in a Markov process that has a target distribution $\pi$ as its invariant distribution. For the…

Computation · Statistics 2024-02-22 Hector McKimm , Andi Q Wang , Murray Pollock , Christian P Robert , Gareth O Roberts

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

Machine Learning · Computer Science 2024-08-26 Yanbo Wang , Wenyu Chen , Shimin Shan

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

Methodology · Statistics 2015-09-11 Joseph B. Lang

Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…

Machine Learning · Statistics 2025-12-17 Aaron Wei , Milad Jalali , Danica J. Sutherland

In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…

Statistics Theory · Mathematics 2020-06-08 Ilmun Kim

Testing the equality of mean vectors across $g$ different groups plays an important role in many scientific fields. In regular frameworks, likelihood-based statistics under the normality assumption offer a general solution to this task.…

Statistics Theory · Mathematics 2026-01-13 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

Popular software packages report four generalizations of the ANOVA F test when conducting a multivariate analysis of variance (MANOVA). The reported operating characteristics of these fours tests vary widely depending on which research…

Computation · Statistics 2026-04-22 Joseph D Consiglio

Binary endpoints are common in clinical trials and conditional odds ratios have traditionally been used to assess treatment effects. However, the interpretation of odds ratios is difficult, they are non-collapsible and rely on strong…

Methodology · Statistics 2026-05-20 Martin Schnuerch , Alex Ocampo , Klaus Kähler Holst , Christian Stock

Permutation methods are commonly used to test significance of regressors of interest in general linear models (GLMs) for functional (image) data sets, in particular for neuroimaging applications as they rely on mild assumptions. Permutation…

Methodology · Statistics 2021-11-23 Tomas Mrkvicka , Mari Myllymaki , Mikko Kuronen , Naveen Naidu Narisetty

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

Applications · Statistics 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Statistics Theory · Mathematics 2007-08-02 Xinjia Chen

Time series of counts occurring in various applications are often overdispersed, meaning their variance is much larger than the mean. This paper proposes a novel variable selection approach for processing such data. Our approach consists in…

Methodology · Statistics 2023-07-04 Marina Gomtsyan
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