Related papers: Alternative Analysis Methods for Time to Event End…
This paper studies alpha testing in a high-dimensional conditional time-varying factor model with temporally dependent observations. Both factor loadings and alpha processes are allowed to vary smoothly over time, and the cross-sectional…
In this paper, I construct a new test of conditional moment inequalities, which is based on studentized kernel estimates of moment functions with many different values of the bandwidth parameter. The test automatically adapts to the unknown…
The Kaplan-Meier estimator (KM) is widely used in medical research to estimate the survival function from lifetime data. KM is a powerful tool to evaluate clinical trials due to simple computational requirements, a logrank hypothesis test,…
Nonparametric procedures are more powerful for detecting interaction in two-way ANOVA when the data are non-normal. In this paper, we compute null critical values for the aligned rank-based tests (APCSSA/APCSSM) where the levels of the…
We study a likelihood ratio test for detecting multiple {\it weak} changes in the mean of a class of CHARN models. The locally asymptotically normal (LAN) structure of the family of likelihoods under study is established. It results that…
The robust rank-order test (Fligner and Policello, 1981) was designed as an improvement of the non-parametric Wilcoxon-Mann-Whitney U-test to be more appropriate when the samples being compared have unequal variance. However, it tends to be…
A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…
In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…
The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…
The Wilcoxon signed-rank test and the Wilcoxon-Mann-Whitney test are commonly employed in one sample and two sample mean tests for one-dimensional hypothesis problems. For high-dimensional mean test problems, we calculate the asymptotic…
In a stratified clinical trial design with time to event end points, stratification factors are often accounted for the log-rank test and the Cox regression analyses. In this work, we have evaluated the impact of inclusion of stratification…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
Competing risks data are common in medical studies, and the sub-distribution hazard (SDH) ratio is considered an appropriate measure. However, because the limitations of hazard itself are not easy to interpret clinically and because the SDH…
The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it…
The use of U-statistics in the change-point context has received considerable attention in the literature. We compare two approaches of constructing CUSUM-type change-point tests, which we call the first-vs-full and first-vs-last approach.…
The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…
In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…