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This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the return series T. We introduce a maximum-type test that…

Methodology · Statistics 2023-07-19 Huifang MA , Long Feng , Zhaojun Wang

The Cox model, which remains as the first choice in analyzing time-to-event data even for large datasets, relies on the proportional hazards (PH) assumption. When survival data arrive sequentially in chunks, a fast and minimally storage…

Methodology · Statistics 2020-11-24 Yishu Xue , HaiYing Wang , Jun Yan , Elizabeth D. Schifano

We consider two alternative tests to the Higher Criticism test of Donoho and Jin [Ann. Statist. 32 (2004) 962-994] for high-dimensional means under the sparsity of the nonzero means for sub-Gaussian distributed data with unknown column-wise…

Statistics Theory · Mathematics 2013-12-19 Ping-Shou Zhong , Song Xi Chen , Minya Xu

This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on…

Statistics Theory · Mathematics 2025-10-07 Yuya Shimizu , Taisuke Otsu

Recent years have seen the development of many novel scoring tools for disease prognosis and prediction. To become accepted for use in clinical applications, these tools have to be validated on external data. In practice, validation is…

Methodology · Statistics 2022-12-06 Matthias Schmid , Tim Friede , Nadja Klein , Leonie Weinhold

In this study, we introduce three distinct testing methods for testing alpha in high dimensional linear factor pricing model that deals with dependent data. The first method is a sum-type test procedure, which exhibits high performance when…

Methodology · Statistics 2024-01-26 Huifang Ma , Long Feng , Zhaojun Wang , Jigang Bao

Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…

Methodology · Statistics 2015-07-23 Cuizhen Niu , Xu Guo , Lixing Zhu

The treatment effects of the same therapy observed from multiple clinical trials can often be very different. Yet the patient characteristics accounting for these differences may not be identifiable in real world practice. There needs to be…

Statistics Theory · Mathematics 2015-03-20 Tinghui Yu , Yabing Mai , Sherry Liu , Xiaofei Hu

Regression is one of the most commonly used statistical techniques. However, testing regression systems is a great challenge because of the absence of test oracle in general. In this paper, we show that Metamorphic Testing is an effective…

Methodology · Statistics 2021-08-24 Quang-Hung Luu , Man F. Lau , Sebastian P. H. Ng , Tsong Yueh Chen

Given the limitations of using the Cox hazard ratio to summarize the magnitude of the treatment effect, alternative measures that do not have these limitations are gaining attention. One of the recently proposed alternative methods uses the…

Methodology · Statistics 2024-04-02 Zihan Qian , Lu Tian , Miki Horiguchi , Hajime Uno

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The use of the non-parametric Restricted Mean Survival Time endpoint (RMST) has grown in popularity as trialists look to analyse time-to-event outcomes without the restrictions of the proportional hazards assumption. In this paper, we…

Methodology · Statistics 2023-11-06 Emily Alger , David S. Robertson , Abigail J. Burdon

In big data analysis for detecting rare and weak signals among $n$ features, some grouping-test methods such as Higher Criticism test (HC), Berk-Jones test (B-J), and $\phi$-divergence test share the similar asymptotical optimality when $n…

Statistics Theory · Mathematics 2017-02-24 Hong Zhang , Jiashun Jin , Zheyang Wu

This paper evaluates six strategies for mitigating imbalanced data: oversampling, undersampling, ensemble methods, specialized algorithms, class weight adjustments, and a no-mitigation approach referred to as the baseline. These strategies…

Machine Learning · Computer Science 2023-11-13 Jacques Wainer

Delayed separation of survival curves is a common occurrence in confirmatory studies in immuno-oncology. Many novel statistical methods that aim to efficiently capture potential long-term survival improvements have been proposed in recent…

Methodology · Statistics 2022-01-26 Dominic Magirr , José L. Jiménez

The proportional hazards (PH) model is arguably one of the most popular models used to analyze time to event data arising from clinical trials and longitudinal studies, among many others. In many such studies, the event time of interest is…

Hybrid type 2 studies are gaining popularity for their ability to assess both implementation and health outcomes as co-primary endpoints. Often conducted as cluster-randomized trials (CRTs), five design methods can validly power these…

Methodology · Statistics 2026-05-18 Melody Owen , Fan Li , Ruyi Liu , Donna Spiegelman

The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…

Methodology · Statistics 2026-04-17 Yue Hu , Haiqi Li , Xintao Xia

Friedman test is a nonparametric method that proposed for analyzing data from a randomized complete block design as a robust alternative to parametric method and widely applied in many fields such as agriculture, biology, business,…

Methodology · Statistics 2022-02-21 Elsayed A. H. Elamir

There is growing interest in a hybrid control design in which a randomized controlled trial is augmented with an external control arm from a previous trial or real world data. Existing methods for analyzing hybrid control studies include…

Methodology · Statistics 2025-01-30 Zhiwei Zhang , Jialuo Liu , Wei Liu