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We review the main "omnibus procedures" for goodness-of-fit testing for copulas: tests based on the empirical copula process, on probability integral transformations, on Kendall's dependence function, etc, and some corresponding reductions…

Methodology · Statistics 2012-11-20 Jean-David Fermanian

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

A set of general formulas is proposed for the probability of failure on demand (PFD) assessment of MooN architecture (i.e. k-out-of-n) systems subject to proof tests. The proof tests can be partial or full. The partial tests (e.g. visual…

Probability · Mathematics 2010-08-31 Florent Brissaud , Anne Barros , Christophe Bérenguer

Optimal individualized treatment decision-making has improved health outcomes in recent years. The value function is commonly used to evaluate the goodness of an individualized treatment decision rule. Despite recent advances, comparing…

Reliability of AI systems is a fundamental concern for the successful deployment and widespread adoption of AI technologies. Unfortunately, the escalating complexity and heterogeneity of AI hardware systems make them increasingly…

Cryptography and Security · Computer Science 2024-06-13 Xun Jiao , Fred Lin , Harish D. Dixit , Joel Coburn , Abhinav Pandey , Han Wang , Venkat Ramesh , Jianyu Huang , Wang Xu , Daniel Moore , Sriram Sankar

A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…

Statistics Theory · Mathematics 2016-04-04 Natalia Stepanova , Tatjana Pavlenko

The problem of combining p-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many well-known rules that can combine a set of arbitrarily…

Statistics Theory · Mathematics 2025-03-21 Matteo Gasparin , Ruodu Wang , Aaditya Ramdas

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Value-based methods play a fundamental role in Markov decision processes (MDPs) and reinforcement learning (RL). In this paper, we present a unified control-theoretic framework for analyzing valued-based methods such as value computation…

Optimization and Control · Mathematics 2022-02-15 Xingang Guo , Bin Hu

Null hypothesis significance tests and p values are widely used despite very strong arguments against their use in many contexts. Confidence intervals are often recommended as an alternative, but these do not achieve the objective of…

Methodology · Statistics 2014-02-12 Michael Wood

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

There are phenomena that cannot be measured without subjective testing. However, subjective testing is a complex issue with many influencing factors. These interplay to yield either precise or incorrect results. Researchers require a tool…

Multimedia · Computer Science 2020-09-29 Jakub Nawała , Lucjan Janowski , Bogdan Ćmiel , Krzysztof Rusek

Many model selection algorithms produce a path of fits specifying a sequence of increasingly complex models. Given such a sequence and the data used to produce them, we consider the problem of choosing the least complex model that is not…

Methodology · Statistics 2015-12-09 William Fithian , Jonathan Taylor , Robert Tibshirani , Ryan Tibshirani

Assessing model adequacy is a crucial step in regression analysis, ensuring the validity of statistical inferences. For Generalized Functional Linear Models (GFLMs), which are widely used for modeling relationships between scalar responses…

Methodology · Statistics 2025-11-14 Feifei Chen , Kaiming Zhang , Yanni Zhang , Hua Liang

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

The two-trials rule in drug regulation requires statistically significant results from two pivotal trials to demonstrate efficacy. However, it is unclear how the effect estimates from both trials should be combined to quantify the drug…

Methodology · Statistics 2025-07-08 Samuel Pawel , Małgorzata Roos , Leonhard Held

In diagnostic studies, researchers frequently encounter imperfect reference standards with some misclassified labels. Treating these as gold standards can bias receiver operating characteristic (ROC) curve analysis. To address this issue,…

Methodology · Statistics 2025-02-13 Yifan Sun , Peijun Sang , Qinglong Tian , Pengfei Li

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…

Methodology · Statistics 2019-12-05 Hyejeong Choi , Johan Lim , Minjung Kwak , Seongoh Park

We discuss weighted scoring rules for forecast evaluation and their connection to hypothesis testing. First, a general construction principle for strictly locally proper weighted scoring rules based on conditional densities and scoring…

Methodology · Statistics 2017-01-12 Hajo Holzmann , Bernhard Klar

In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…

Methodology · Statistics 2020-01-01 Yi Zhao , Brian S. Caffo , Joshua B. Ewen
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