Related papers: A general model-checking procedure for semiparamet…
The generalized linear model is widely used in all areas of applied statistics and while correct asymptotic inference can be achieved under misspecification of the distributional assumptions, a correctly specified mean structure is crucial…
A goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing at Random (MAR) is proposed in this paper. The test statistic relies on a marked empirical process indexed by the projected…
In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…
We consider semiparametric location-scatter models for which the $p$-variate observation is obtained as $X=\Lambda Z+\mu$, where $\mu$ is a $p$-vector, $\Lambda$ is a full-rank $p\times p$ matrix and the (unobserved) random $p$-vector $Z$…
Hypothesis testing for the slope function in functional linear regression is of both practical and theoretical interest. We develop a novel test for the nullity of the slope function, where testing the slope function is transformed into…
We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-cohort studies. The weights considered may not be predictable…
New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed process and that…
Survival regression is used to estimate the relation between time-to-event and feature variables, and is important in application domains such as medicine, marketing, risk management and sales management. Nonlinear tree based machine…
Fisher's randomization test (FRT) delivers exact $p$-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the…
We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment…
Background: For RCTs with time-to-event endpoints, proportional hazard (PH) models are typically used to estimate treatment effects and logrank tests are commonly used for hypothesis testing. There is growing support for replacing this…
We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…
The problems of the construction of the asymptotically distribution free goodness-of-fit tests for three models of stochastic processes are considered. The null hypothesis for all models is composite parametric. All tests are based on the…
The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…
Fast Adversarial Training (FastAT) seeks to achieve adversarial robustness at a fraction of the computational cost incurred by standard multi-step methods such as PGD-AT. Although numerous FastAT techniques have been proposed in recent…
Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…
Joint models for longitudinal and time-to-event data are widely used in many disciplines. Nonetheless, existing model comparison criteria do not indicate whether a model adequately fits the data or which components may be misspecified. We…
Fine-tuning Large Language Models (LLMs) has emerged as a common practice for tailoring models to individual needs and preferences. The choice of datasets for fine-tuning can be diverse, introducing safety concerns regarding the potential…
Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…