Related papers: The performance of the partially overlapping sampl…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…
This note investigates a number of scenarios in which unadjusted testing following a blinded sample size re-estimation leads to type I error violations. For superiority testing, this occurs in certain small-sample borderline cases. We…
This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…
Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…
Information extracted from electrohysterography recordings could potentially prove to be an interesting additional source of information to estimate the risk on preterm birth. Recently, a large number of studies have reported near-perfect…
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…
A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are…
Meta-analysis is routinely performed in many scientific disciplines. This analysis is attractive since discoveries are possible even when all the individual studies are underpowered. However, the meta-analytic discoveries may be entirely…
To identify statistically significant conclusions, it is proposed to simultaneously test hypotheses and alternatives. It is shown that, under the condition of free combination of hypotheses and alternatives, the closure method leads to…
Overlapping clusters are common in models of many practical data-segmentation applications. Suppose we are given $n$ elements to be clustered into $k$ possibly overlapping clusters, and an oracle that can interactively answer queries of the…
Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…
We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…
In real-world applications, observations are often constrained to a small fraction of a system. Such spatial subsampling can be caused by the inaccessibility or the sheer size of the system, and cannot be overcome by longer sampling.…
We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
Large-scale testing is crucial in pandemic containment, but resources are often prohibitively constrained. We study the optimal application of pooled testing for populations that are heterogeneous with respect to an individual's infection…
We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…
We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios,…
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…