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Split-Plot or Repeated Measures Designs with multiple groups occur naturally in sciences. Their analysis is usually based on the classical Repeated Measures ANOVA. Roughly speaking, the latter can be shown to be asymptotically valid for…

Statistics Theory · Mathematics 2020-03-11 Paavo Sattler

Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement…

Statistics Theory · Mathematics 2014-05-08 Xiaohui Chen

Evaluating intervention effects on multiple outcomes is a central research goal in a wide range of quantitative sciences. It is thereby common to compare interventions among each other and with a control across several, potentially highly…

A common goal in clinical trials is to conduct tests on estimated treatment effects adjusted for covariates such as age or sex. Analysis of Covariance (ANCOVA) is often used in these scenarios to test the global null hypothesis of no…

Methodology · Statistics 2024-04-24 Matthias Becher , Ludwig A. Hothorn , Frank Konietschke

Initially developed in Brunner et al. (1997), the Anova-type-statistic (ATS) is one of the most used quadratic forms for testing multivariate hypotheses for a variety of different parameter vectors $\boldsymbol{\theta}\in\mathbb{R}^d$. Such…

Methodology · Statistics 2024-10-25 Paavo Sattler , Manuel Rosenbaum

New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…

Methodology · Statistics 2020-03-31 Marc Ditzhaus , Łukas Smaga

Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum…

Statistics Theory · Mathematics 2020-06-02 Xiufan Yu , Danning Li , Lingzhou Xue

Analysis of variance (ANOVA) reveals some disadvantages, such as non-robustness against heteroscedastic or non-normal errors and using difference to overall mean as effect sizes only. As an alternative the multiple contrast test comparing…

Methodology · Statistics 2023-03-27 Ludwig A. Hothorn

This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find the asymptotic joint distribution for the quadratic form and…

Methodology · Statistics 2023-08-03 Dachuan Chen , Decai Liang , Long Feng

Several methods in survival analysis are based on the proportional hazards assumption. However, this assumption is very restrictive and often not justifiable in practice. Therefore, effect estimands that do not rely on the proportional…

Methodology · Statistics 2024-03-20 Merle Munko , Marc Ditzhaus , Dennis Dobler , Jon Genuneit

We propose a two-sample mean test based on the Bayes factor with non-informative priors, specifically designed for scenarios where the dimension $p$ grows with the sample size $n$ with a linear rate $p/n \to c_1 \in (0, \infty)$. We…

Methodology · Statistics 2026-04-07 Daojiang He , Suren Xu , Jing Zhou

Quadratic discriminant analysis (QDA) is a simple method to classify a subject into two populations, and was proven to perform as well as the Bayes rule when the data dimension p is fixed. The main purpose of this paper is to examine the…

Statistics Theory · Mathematics 2018-08-31 Qing Yang , Guang Cheng

We propose a new estimator, the quadratic form estimator, of the Kronecker product model for covariance matrices. We show that this estimator has good properties in the large dimensional case (i.e., the cross-sectional dimension $n$ is…

Statistics Theory · Mathematics 2020-12-23 Oliver B. Linton , Haihan Tang

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives…

Statistics Theory · Mathematics 2015-12-31 Danning Li , Lingzhou Xue

When comparing multiple groups in clinical trials, we are not only interested in whether there is a difference between any groups but rather the location. Such research questions lead to testing multiple individual hypotheses. To control…

Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…

Econometrics · Economics 2024-08-26 Zeng-Hua Lu

Factorial experiments in research on memory, language, and in other areas are often analyzed using analysis of variance (ANOVA). However, for effects with more than one numerator degrees of freedom, e.g., for experimental factors with more…

Methodology · Statistics 2019-07-19 Daniel J. Schad , Shravan Vasishth , Sven Hohenstein , Reinhold Kliegl

We consider the change-point detection in multivariate continuous and integer valued time series. We propose a Wald-type statistic based on the estimator performed by a general contrast function; which can be constructed from the…

Statistics Theory · Mathematics 2021-04-29 Mamadou Lamine Diop , William Kengne

Several treatments are usually compared with a control using the Dunnett test. As an alternative, three variants of the closed testing approach are considered, one with ANOVA-F-tests, one with MCT-GrandMean and one with global Dunnett-tests…

Applications · Statistics 2020-12-09 Ludwig A. Hothorn

With advancement of medicine, alternative exposures or interventions are emerging with respect to a common outcome, and there are needs to formally test the difference in the associations of multiple exposures. We propose a duplication…

Methodology · Statistics 2024-12-04 Rikuta Hamaya , Peilu Wang , Lin Ge , Edward L. Giovannucci , Molin Wang
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