Related papers: Conditional Likelihood Ratio Test with Many Weak I…
This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the slope and intercept, and some methods of…
The Posterior distribution of the Likelihood Ratio (PLR) is proposed by Dempster in 1974 for significance testing in the simple vs composite hypotheses case. In this hypotheses test case, classical frequentist and Bayesian hypotheses tests…
We analyze theoretical properties of the hybrid test for superior predictability. We demonstrate with a simple example that the test may not be pointwise asymptotically of level $\alpha$ at commonly used significance levels and may lead to…
Clinical language models (LMs) are increasingly applied to support clinical risk prediction from free-text notes, yet their uncertainty estimates often remain poorly calibrated and clinically unreliable. In this work, we propose Clinical…
This paper describes and tests a method for carrying out quantified reproducibility assessment (QRA) that is based on concepts and definitions from metrology. QRA produces a single score estimating the degree of reproducibility of a given…
Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…
A multivariate mixed-effects model seems to be the most appropriate for gene expression data collected in a crossover trial. It is, however, difficult to obtain reliable results using standard statistical inference when some responses are…
Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often encountered in empirical studies and may cause problems.…
There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…
The likelihood ratio (LR) measures the relative weight of forensic data regarding two hypotheses. Several levels of uncertainty arise if frequentist methods are chosen for its assessment: the assumed population model only approximates the…
We study methods for aggregating pairwise comparison data in order to estimate outcome probabilities for future comparisons among a collection of n items. Working within a flexible framework that imposes only a form of strong stochastic…
We consider a combination of heavily trimmed sums and sample quantiles which arises when examining properties of clustering criteria and prove limit theorems. The object of interest, which we call the Empirical Cross-over Function, is an…
Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…
This article introduces a robust hypothesis testing procedure: the Lq-likelihood-ratio-type test (LqRT). By deriving the asymptotic distribution of this test statistic, the authors demonstrate its robustness both analytically and…
This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…
Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…
A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…
We introduce estimation and test procedures through divergence minimiza- tion for models satisfying linear constraints with unknown parameter. These procedures extend the empirical likelihood (EL) method and share common features with…
We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The…
In this paper, we use the method of modified signed log-likelihood ratio test for the problem of testing the equality of correlation coefficients in two independent bivariate normal distributions. We compare this method with two other…