English
Related papers

Related papers: MinP Score Tests with an Inequality Constrained Pa…

200 papers

Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…

Methodology · Statistics 2024-05-29 Antonio Martín Andrés , Pedro Femia Marzo

The classic integrated conditional moment test is a promising method for testing regression model misspecification. However, it severely suffers from the curse of dimensionality. To extend it to handle the testing problem for parametric…

Statistics Theory · Mathematics 2020-05-26 Falong Tan , Lixing Zhu

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmologic studies, statistical tests are often based on one or two eyes of an individual. For bilateral…

Methodology · Statistics 2020-10-08 Chang-Xing Ma , Kejia Wang

Consider a multiple hypothesis testing setting involving rare/weak effects: relatively few tests, out of possibly many, deviate from their null hypothesis behavior. Summarizing the significance of each test by a P-value, we construct a…

Statistics Theory · Mathematics 2021-10-20 David L. Donoho , Alon Kipnis

A new method, with an application program in Matlab code, is proposed for testing item performance models on empirical databases. This method uses data intraclass correlation statistics as expected correlations to which one compares simple…

This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…

Econometrics · Economics 2025-10-21 Jean-Marie Dufour , Purevdorj Tuvaandorj

In high-dimensional linear models, the sparsity assumption is typically made, stating that most of the parameters are equal to zero. Under the sparsity assumption, estimation and, recently, inference have been well studied. However, in…

Methodology · Statistics 2019-07-09 Yinchu Zhu , Jelena Bradic

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 consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

In recent years, there has been considerable theoretical development regarding variable selection consistency of penalized regression techniques, such as the lasso. However, there has been relatively little work on quantifying the…

Methodology · Statistics 2014-05-21 Arend Voorman , Ali Shojaie , Daniela Witten

Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric behavior exist and need to be considered in empirical…

Econometrics · Economics 2024-10-10 Abdulnasser Hatemi-J

In this paper, we present a new classifier, which integrates significance testing results over different random subspaces to yield consensus p-values for quantifying the uncertainty of classification decision. The null hypothesis is that…

Machine Learning · Computer Science 2024-10-17 Zengyou He , Zerun Li , Junjie Dong , Xinying Liu , Mudi Jiang , Lianyu Hu

Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a…

Methodology · Statistics 2026-05-22 Yuyang Huo , Xiaoyang Wu , Changliang Zou , Haojie Ren

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

Difference-in-differences is a popular method for observational health policy evaluation. It relies on a causal assumption that in the absence of intervention, treatment groups' outcomes would have evolved in parallel to those of comparison…

Methodology · Statistics 2026-02-09 Alyssa Bilinski , Laura A. Hatfield

This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…

Methodology · Statistics 2014-11-20 Shanshan Wang , Hengjian Cui

In this paper, we investigate score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first…

Methodology · Statistics 2024-11-12 Weichao Yang , Xu Guo , Lixing Zhu

Given a set of incomplete observations, we study the nonparametric problem of testing whether data are Missing Completely At Random (MCAR). Our first contribution is to characterise precisely the set of alternatives that can be…

Statistics Theory · Mathematics 2022-05-19 Thomas B Berrett , Richard J Samworth

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…

Methodology · Statistics 2024-04-23 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tuning parameters. Making use of the martingale difference…