Related papers: A bootstrap test for equality of variances

When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…

In clinical trials the comparison of two different populations is a frequently addressed problem. Non-linear (parametric) regression models are commonly used to describe the relationship between covariates as the dose and a response…

In order to test if an unknown matrix has a given rank (null hypothesis), we consider the family of statistics that are minimum squared distances between an estimator and the manifold of fixed-rank matrix. Under the null hypothesis, every…

This paper considers testing linear hypotheses of a set of mean vectors with unequal covariance matrices in large dimensional setting. The problem of testing the hypothesis $H_0 : \sum_{i=1}^q \beta_i \bmu_i =\bmu_0 $ for a given vector…

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

This paper adresses the problem of testing for the equality of $k$ probability distributions on Hilbert spaces, with $k\geqslant 2$. We introduce a generalization of the maximum variance discrepancy called multiple maximum variance…

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

The logistic regression analysis proposed by Schouten et al. (Stat Med. 1993;12:1733-1745) has been a standard method in current statistical analysis of case-cohort studies, and it enables effective estimation of risk ratio from selected…

There are some global tests for heterogeneity of variance in k-sample one-way layouts, but few consider pairwise comparisons between treatment levels. For experimental designs with a control, comparisons of the variances between the…

In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

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…

There are some papers which describe the use of bootstrap techniques in point process statistics. The aim of the present paper is to show that the form in which bootstrap is used there is dubious. In case of variance estimation of pair…

The homogeneity problem for testing if more than two different samples come from the same population is considered for the case of functional data. The methodological results are motivated by the study of homogeneity of electronic devices…

New tests are developed for two-way ANOVA models with heterogeneous error variances. The testing problems are considered for testing the significant interaction effects, simple effects, and treatment effects. The likelihood ratio tests…

Covariance matrices of random vectors contain information that is crucial for modelling. Specific structures and patterns of the covariances (or correlations) may be used to justify parametric models, e.g., autoregressive models. Until now,…

Due to patient heterogeneity in response to various aspects of any treatment program, biomedical and clinical research is gradually shifting from the traditional "one-size-fits-all" approach to the new paradigm of personalized medicine. An…

Recently Hui et al. (2018) use F tests for testing a subset of random effect, demonstrating its computational simplicity and exactness when the first two moment of the random effects are specified. We extended the investigation of the F…

In this paper we study the applicability of the bootstrap to do inference on Manski's maximum score estimator under the full generality of the model. We propose three new, model-based bootstrap procedures for this problem and show their…

We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap…