Related papers: p-value peeking and estimating extrema
The univariate extreme value theory deals with the convergence in type of powers of elements of sequences of cumulative distribution functions on the real line when the power index gets infinite. In terms of convergence of random variables,…
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…
Publication bias and p-hacking are two well-known phenomena that strongly affect the scientific literature and cause severe problems in meta-analyses. Due to these phenomena, the assumptions of meta-analyses are seriously violated and the…
In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…
When teaching and discussing statistical assumptions, our focus is oftentimes placed on how to test and address potential violations rather than the effects of violating assumptions on the estimates produced by our statistical models. The…
Nurses should rely on the best evidence, but tend to struggle with statistics, impeding research integration into clinical practice. Statistical significance, a key concept in classical statistics, and its primary metric, the p-value, are…
In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…
The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…
While P-values are widely abused, they are a useful tool for many purposes; banning them is analogous to banning scalpels because most people do not know how to perform surgery. Many reported P-values are not genuine P-values, for a variety…
Deciding whether a model provides a good description of data is often based on a goodness-of-fit criterion summarized by a p-value. Although there is considerable confusion concerning the meaning of p-values, leading to their misuse, they…
Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…
We consider removing lower order statistics from the classical Hill estimator in extreme value statistics, and compensating for it by rescaling the remaining terms. Trajectories of these trimmed statistics as a function of the extent of…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…
By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…
We investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for various estimators of the extreme value index and use these…
A new standard is proposed for the evidential assessment of replication studies. The approach combines a specific reverse-Bayes technique with prior-predictive tail probabilities to define replication success. The method gives rise to a…
A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and Bayes factors all have their defenders. In this paper we…
It is common to evaluate a set of items by soliciting people to rate them. For example, universities ask students to rate the teaching quality of their instructors, and conference organizers ask authors of submissions to evaluate the…
Null hypothesis statistical significance testing (NHST) is the dominant approach for evaluating results from randomized controlled trials. Whereas NHST comes with long-run error rate guarantees, its main inferential tool -- the $p$-value --…