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The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

Methodology · Statistics 2012-10-03 Hsiao-Hsuan Wang , Yuehua Wu , Yuejiao Fu , Xiaogang Wang

Aggregating multiple effects is often encountered in large-scale data analysis where the fraction of significant effects is generally small. Many existing methods cannot handle it effectively because of lack of computational accuracy for…

Methodology · Statistics 2022-08-03 Mingya Long , Zhengbang Li , Wei Zhang , Qizhai Li

Replicability is central to scientific progress, and the partial conjunction (PC) hypothesis testing framework provides an objective tool to quantify it across disciplines. Existing PC methods assume independent studies. Yet many modern…

Methodology · Statistics 2025-12-30 Monitirtha Dey , Trambak Banerjee , Prajamitra Bhuyan , Arunabha Majumdar

Economic and financial models -- such as vector autoregressions, local projections, and multivariate volatility models -- feature complex dynamic interactions and spillovers across many time series. These models can be integrated into a…

Econometrics · Economics 2025-03-10 Jinyuan Chang , Qiao Hu , Zhentao Shi , Jia Zhang

Marketers often use A/B testing as a tool to compare marketing treatments in a test stage and then deploy the better-performing treatment to the remainder of the consumer population. While these tests have traditionally been analyzed using…

Applications · Statistics 2020-12-03 Elea McDonnell Feit , Ron Berman

Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these methods in many empirically relevant situations have been…

Econometrics · Economics 2022-05-09 James G. MacKinnon , Morten Ørregaard Nielsen , Matthew D. Webb

Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein…

Statistics Theory · Mathematics 2023-12-19 Guanjie Lyu , Mohamed Belalia

Bayesian hypothesis testing via Bayes factors offers a principled alternative to classical p-value methods in meta-analysis, particularly suited to its cumulative and sequential nature. Unlike commonly reported p-values for standard null…

Methodology · Statistics 2026-04-22 Joris Mulder , Robbie C. M. van Aert

This paper studies policy evaluation with multiple data sources, especially in scenarios that involve one experimental dataset with two arms, complemented by a historical dataset generated under a single control arm. We propose novel data…

Machine Learning · Statistics 2024-06-04 Ting Li , Chengchun Shi , Qianglin Wen , Yang Sui , Yongli Qin , Chunbo Lai , Hongtu Zhu

In this paper, two new classes of lower bounds on the probability of error for $m$-ary hypothesis testing are proposed. Computation of the minimum probability of error which is attained by the maximum a-posteriori probability (MAP)…

Information Theory · Computer Science 2015-03-17 Tirza Routtenberg , Joseph Tabrikian

Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…

Methodology · Statistics 2015-12-31 M. J. Bayarri , Daniel J. Benjamin , James O. Berger , Thomas M. Sellke

Sum-based global tests are highly popular in multiple hypothesis testing. In this paper we propose a general closed testing procedure for sum tests, which provides lower confidence bounds for the proportion of true discoveries (TDP),…

Methodology · Statistics 2023-04-21 Anna Vesely , Livio Finos , Jelle J. Goeman

Many economic theory models incorporate finiteness assumptions that, while introduced for simplicity, play a real role in the analysis. We provide a principled framework for scaling results from such models by removing these finiteness…

Computer Science and Game Theory · Computer Science 2023-04-11 Yannai A. Gonczarowski , Scott Duke Kominers , Ran I. Shorrer

As the meta-analysis of more than one diagnostic tests can impact clinical decision making and patient health, there is an increasing body of research in models and methods for meta-analysis of studies comparing multiple diagnostic tests.…

Methodology · Statistics 2021-05-11 Aristidis K. Nikoloulopoulos

Replicability analysis aims to identify the findings that replicated across independent studies that examine the same features. We provide powerful novel replicability analysis procedures for two studies for FWER and for FDR control on the…

Methodology · Statistics 2019-03-01 Marina Bogomolov , Ruth Heller

We introduce a novel approach for comparing out-of-sample multi-step forecasts obtained from a pair of nested models that is based on the forecast encompassing principle. Our proposed approach relies on an alternative way of testing the…

Econometrics · Economics 2023-12-27 Jean-Yves Pitarakis

Testing the association between a phenotype and many genetic variants from case-control data is essential in genome-wide association study (GWAS). This is a challenging task as many such variants are correlated or non-informative.…

Methodology · Statistics 2016-01-25 Zhendong Huang , Davide Ferrari , Guoqi Qian

In the regime of two-sample comparison, tests based on a graph constructed on observations by utilizing similarity information among them is gaining attention due to their flexibility and good performances for high-dimensional/non-Euclidean…

Methodology · Statistics 2019-02-13 Jingru Zhang , Hao Chen

In this paper a new mathematical procedure is presented for combining different pieces of evidence which are represented in the interval form to reflect our knowledge about the truth of a hypothesis. Evidences may be correlated to each…

Artificial Intelligence · Computer Science 2013-04-05 L. W. Chang , Rangasami L. Kashyap

Meta-analysis combines results from multiple studies aiming to increase power in finding their common effect. It would typically reject the null hypothesis of no effect if any one of the studies shows strong significance. The partial…

Statistics Theory · Mathematics 2016-12-20 Jingshu Wang , Art B. Owen