Related papers: A post hoc test on the Sharpe ratio
The statistical comparison of multiple algorithms over multiple data sets is fundamental in machine learning. This is typically carried out by the Friedman test. When the Friedman test rejects the null hypothesis, multiple comparisons are…
Many statistical experiments involve comparing multiple population groups. For example, a public opinion poll may ask which of several political candidates commands the most support; a social scientific survey may report the most common of…
We develop sensitivity analyses for weak nulls in matched observational studies while allowing unit-level treatment effects to vary. The methods may be applied to studies using any optimal without-replacement matching algorithm. In contrast…
We study a statistical framework for replicability based on a recently proposed quantitative measure of replication success, the sceptical $p$-value. A recalibration is proposed to obtain exact overall Type-I error control if the effect is…
The validity of classical hypothesis testing requires the significance level $\alpha$ be fixed before any statistical analysis takes place. This is a stringent requirement. For instance, it prohibits updating $\alpha$ during (or after) an…
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…
We develop a theory for valuing non-diversifiable mortality risk in an incomplete market. We do this by assuming that the company issuing a mortality-contingent claim requires compensation for this risk in the form of a pre-specified…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
The raking-ratio method is a statistical and computational method which adjusts the empirical measure to match the true probability of sets of a finite partition. We study the asymptotic behavior of the raking-ratio empirical process…
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…
Audio signal processing algorithms are frequently assessed through subjective listening tests in which participants directly score degraded signals on a unidimensional numerical scale. However, this approach is susceptible to…
In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…
Several works have been undertaken in the context of proportional reversed hazard rate (PRHR) since last few decades. But any specific statistical methodology for the PRHR hypothesis is absent in the literature. In this paper, a two-sample…
We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test…
Subjective assessment tests are often employed to evaluate image processing systems, notably image and video compression, super-resolution among others and have been used as an indisputable way to provide evidence of the performance of an…
Underdetermined or ill-posed inverse problems require additional information for \ldd{d} sound solutions with tractable optimization algorithms. Sparsity yields consequent heuristics to that matter, with numerous applications in signal…
The stable Ramsey's theorem for pairs has been the subject of numerous investigations in mathematical logic. We introduce a weaker form of it by restricting from the class of all stable colorings to subclasses of it that are non-null in a…
This note revisits Steel's multiple comparison test which uses Wilcoxon statistics in pairwise comparisons of several treatment samples with a common control sample. It derives means, variances and covariances of the Wilcoxon statistics…