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Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin

In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…

Statistics Theory · Mathematics 2019-07-17 Holger Dette , Nina Dörnemann

The likelihood ratio test against a tree ordered alternative in one-way heteroscedastic ANOVA is considered for the first time. Bootstrap is used to implement this and two multiple comparisons based tests and shown to have very good size…

Methodology · Statistics 2025-07-24 Subha Halder , Anjana Mondal , Somesh Kumar

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

In this paper we consider how to evaluate survival distribution predictions with measures of discrimination. This is a non-trivial problem as discrimination measures are the most commonly used in survival analysis and yet there is no clear…

Machine Learning · Statistics 2022-03-10 Raphael Sonabend , Andreas Bender , Sebastian Vollmer

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

Statistics Theory · Mathematics 2022-11-03 Sherzod M Mirakhmedov

The classical likelihood ratio test (LRT) based on the asymptotic chi-squared distribution of the log likelihood is one of the fundamental tools of statistical inference. A recent universal LRT approach based on sample splitting provides…

Methodology · Statistics 2022-11-22 Robin Dunn , Aaditya Ramdas , Sivaraman Balakrishnan , Larry Wasserman

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…

Statistics Theory · Mathematics 2008-12-18 Angelika Rohde

We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…

Econometrics · Economics 2024-07-26 Neil Christy , A. E. Kowalski

This paper considers the design of observational longitudinal studies with a continuous response and a binary time-invariant exposure, where, typically, the exposure is unbalanced, the mean response in the two groups differs at baseline and…

Methodology · Statistics 2022-09-27 Xavier Basagana , Donna Spiegelman

When the outcome of interest is semicontinuous and collected longitudinally, efficient testing can be difficult. Daily rainfall data is an excellent example which we use to illustrate the various challenges. Even under the simplest…

Methodology · Statistics 2018-07-10 Harlan Campbell

Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…

Statistics Theory · Mathematics 2023-10-16 Tommaso Lando , Sirio Legramanti

The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…

Methodology · Statistics 2012-06-06 Guoqing Diao , Donglin Zeng , Song Yang

In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…

Methodology · Statistics 2014-10-30 Nirian Martín , Raquel Mata , Leandro Pardo

While running any experiment, we often have to consider the statistical power to ensure an effective study. Statistical power or power ensures that we can observe an effect with high probability if such a true effect exists. However,…

Methodology · Statistics 2023-06-21 Ajinkya K Mulay , Sean Lane , Erin Hennes

Contemporary statistical publications rely on simulation to evaluate performance of new methods and compare them with established methods. In the context of meta-analysis of log-odds-ratios, we investigate how the ways in which simulations…

Methodology · Statistics 2020-07-06 Elena Kulinskaya , David C. Hoaglin , Ilyas Bakbergenuly

Online experiments are widely used for improving online services. While doing online experiments, The student t-test is the most widely used hypothesis testing technique. In practice, however, the normality assumption on which the t-test…

Methodology · Statistics 2023-12-25 Zheng Cai , Bo Hu , Zhihua Zhu

The treatment effects of the same therapy observed from multiple clinical trials can often be very different. Yet the patient characteristics accounting for these differences may not be identifiable in real world practice. There needs to be…

Statistics Theory · Mathematics 2015-03-20 Tinghui Yu , Yabing Mai , Sherry Liu , Xiaofei Hu

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

We introduce novel wild bootstrap procedures for testing superiority in unpaired two-sample survival data. By combining different classical weighted logrank test we obtain tests with broader power behavior. Right censoring within the data…

Statistics Theory · Mathematics 2018-08-20 Marc Ditzhaus , Markus Pauly