Related papers: Extremely efficient permutation and bootstrap hypo…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
Generalizations to the permutation test are introduced to allow for situations in which the null model is not exchangeable. It is shown that the generalized permutation tests are exact, and a partial converse: that any test function that is…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…
Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…
{\bf Motivation:} Permutation-based gene set tests are standard approaches for testing relationshi ps between collections of related genes and an outcome of interest in high throughput expression analyses. Using $M$ random permutations, one…
The two-sample problem for Cronbach's coefficient $\alpha_C$, as an estimate of test or composite score reliability, has attracted little attention, compared to the extensive treatment of the one-sample case. It is necessary to compare the…
I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals,…
As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…
In randomized experiments with noncompliance, tests may focus on compliers rather than on the overall sample. Rubin (1998) put forth such a method, and argued that testing for the complier average causal effect and averaging permutation…
Neural networks are powerful predictive models, but they provide little insight into the nature of relationships between predictors and outcomes. Although numerous methods have been proposed to quantify the relative contributions of input…
Statistical hypothesis testing and effect size measurement are routine parts of quantitative research. Advancements in computer processing power have greatly improved the capability of statistical inference through the availability of…
The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…
This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set. Blending inductive and transductive conformal inference in an innovative way, the described methods can…
We consider inference for the parameters of a linear model when the covariates are random and the relationship between response and covariates is possibly non-linear. Conventional inference methods such as z-intervals perform poorly in…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
In large scale genetic association studies, a primary aim is to test for association between genetic variants and a disease outcome. The variants of interest are often rare, and appear with low frequency among subjects. In this situation,…
In many applied sciences a popular analysis strategy for high-dimensional data is to fit many multivariate generalized linear models in parallel. This paper presents a novel approach to address the resulting multiple testing problem by…
In this article, we propose a new class of consistent tests for $p$-variate normality. These tests are based on the characterization of the standard multivariate normal distribution, that the Hessian of the corresponding cumulant generating…
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then, we show that the test is asymptotically of correct level,…