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In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…

Methodology · Statistics 2018-05-31 Junyong Park , Iris Ivy Gauran

Parametric inference posits a statistical model that is a specified family of probability distributions. Restricted inference, e.g., restricted likelihood ratio testing, attempts to exploit the structure of a statistical submodel that is a…

Statistics Theory · Mathematics 2019-03-22 Michael W. Trosset , Carey E. Priebe

Positive and negative likelihood ratios are parameters which are used to assess and compare the effectiveness of binary diagnostic tests. Both parameters only depend on the sensitivity and specificity of the diagnostic test and are…

Other Statistics · Statistics 2024-09-02 Jose Antonio Roldan-Nofuentes , Saad Bouh Sidaty-Regad

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

We propose a new class of weighted logrank tests (WLRT) that control the risk of concluding that a new drug is more efficacious than standard of care, when, in fact, it is uniformly inferior. Perhaps surprisingly, this risk is not…

Applications · Statistics 2018-07-31 Dominic Magirr , Carl-Fredrik Burman

We consider the problem of inference on the signs of $n>1$ parameters. We aim to provide $1-\alpha$ post-hoc confidence bounds on the number of positive and negative (or non-positive) parameters. The guarantee is simultaneous, for all…

Methodology · Statistics 2024-03-05 Ruth Heller , Aldo Solari

Proportional hazards are a common assumption when designing confirmatory clinical trials in oncology. With the emergence of immunotherapy and novel targeted therapies, departure from the proportional hazard assumption is not rare in…

Methodology · Statistics 2020-08-27 José L. Jiménez

We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics…

Methodology · Statistics 2018-09-25 Zongliang Hu , Tiejun Tong , Marc G. Genton

We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…

Probability · Mathematics 2013-07-24 Hansjörg Albrecher , Peiman Asadi , Jevgenijs Ivanovs

This paper develops power and sample size formulas for causal inference with time-to-event outcomes. The target estimand is the marginal hazard ratio: the coefficient of a marginal structural Cox proportional hazard model with treatment as…

Methodology · Statistics 2026-05-19 Chengxin Yang , Bo Liu , Fan Li

Equivalence testing compares the hypothesis that an effect $\mu$ is large against the alternative that it is negligible. Here, `large' is classically expressed as being larger than some `equivalence margin' $\Delta$. A longstanding problem…

Statistics Theory · Mathematics 2026-03-18 Stan Koobs , Nick W. Koning

The log-rank test is most powerful under proportional hazards (PH). In practice, non-PH patterns are often observed in clinical trials, such as in immuno-oncology; therefore, alternative methods are needed to restore the efficiency of…

Classically, risk is characterized by a point value probability indicating the likelihood of occurrence of an adverse effect. However, there are domains where the attainability of objective numerical risk characterizations is increasingly…

Artificial Intelligence · Computer Science 2013-02-21 Paul J. Krause , John Fox , Philip Judson

The radiological characterization of contaminated elements (walls, grounds, objects) from nuclear facilities often suffers from a too small number of measurements. In order to determine risk prediction bounds on the level of contamination,…

Applications · Statistics 2017-05-30 Géraud Blatman , Thibault Delage , Bertrand Iooss , Nadia Pérot

Hazard ratios are prone to selection bias, compromising their use as causal estimands. On the other hand, the hazard difference has been shown to remain unaffected by the selection of frailty factors over time. Therefore, observed hazard…

Statistics Theory · Mathematics 2022-11-01 Richard Post , Edwin van den Heuvel , Hein Putter

The attributable risk, often called the population attributable risk, is in many epidemiological contexts a more relevant measure of exposure-disease association than the excess risk, relative risk, or odds ratio. When estimating…

Statistics Theory · Mathematics 2008-12-31 Daniel B. Rubin

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…

Risk Management · Quantitative Finance 2016-09-27 Hannes Hoffmann , Thilo Meyer-Brandis , Gregor Svindland

We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…

Methodology · Statistics 2016-12-20 Yoshiyuki Ninomiya , Satoshi Kuriki , Toshihiko Shiroishi , Toyoyuki Takada

We consider the problem of inference in shift-share research designs. The choice between existing approaches that allow for unrestricted spatial correlation involves tradeoffs, varying in terms of their validity when there are relatively…

Econometrics · Economics 2022-06-03 Luis Alvarez , Bruno Ferman , Raoni Oliveira