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The commonly used two-way fixed effects estimator is biased under correlated heterogeneity and can lead to misleading inference. The mean group estimator proposed by Pesaran and Smith (1995) is robust to correlated heterogeneity but…
In observational studies, contingency tables provide a simple and intuitive approach to study associations between categorical variables. However, any test of association in contingency tables may be biased due to unmeasured confounders.…
In this paper we study a new class of statistical models for contingency tables. We define this class of models through a subset of the binomial equations of the classical independence model. We use some notions from Algebraic Statistics to…
Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…
The McNemar test evaluates the hypothesis that two correlated proportion is common in $2 \times 2$ contingency tables with the same categories. This study discusses a test for symmetry in $2 \times 2$ contingency tables with nonignorable…
Real-life graphs usually have various kinds of events happening on them, e.g., product purchases in online social networks and intrusion alerts in computer networks. The occurrences of events on the same graph could be correlated,…
Expert systems applications that involve uncertain inference can be represented by a multidimensional contingency table. These tables offer a general approach to inferring with uncertain evidence, because they can embody any form of…
This Letter introduces a generalization of known duplication-divergence models for growing random graphs. This general duplication-divergence model includes a new coupled divergence asymmetry rate, which allows to obtain the structure of…
Large contingency tables arise in many contexts but especially in the collection of survey and census data by government statistical agencies. Because the vast majority of the variables in this context have a large number of categories,…
Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…
Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…
The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…
This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…
The extended class of multiplicative row-column (RC) association models, introduced in this paper for two-way contingency tables, allows users to select both the type of logit (local, global, continuation, reverse continuation) suitable for…
We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…
Representing patterns as labeled graphs is becoming increasingly common in the broad field of computational intelligence. Accordingly, a wide repertoire of pattern recognition tools, such as classifiers and knowledge discovery procedures,…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…