Related papers: Weighted Asymptotically Optimal Sequential Testing
We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process…
What can be considered an appropriate statistical method for the primary analysis of a randomized clinical trial (RCT) with a time-to-event endpoint when we anticipate non-proportional hazards owing to a delayed effect? This question has…
Dedicated to the memory of Professor Tze Leung Lai, this paper introduces three multi-hypothesis sequential tests. These tests are derived from one-sided versions of the sequential probability ratio test and its modifications. They are…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
A key problem in structured output prediction is direct optimization of the task reward function that matters for test evaluation. This paper presents a simple and computationally efficient approach to incorporate task reward into a maximum…
Non-proportional hazards (NPH) have been observed in confirmatory clinical trials with time to event outcomes. Under NPH, the hazard ratio does not stay constant over time and the log-rank test is no longer the most powerful test. The…
Sequences with low aperiodic autocorrelation sidelobes are well known to have extensive applications in active sensing and communication systems. In this paper, we consider the problem of minimizing the weighted integrated sidelobe level…
Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…
Personalized medicine has received increasing attention among statisticians, computer scientists, and clinical practitioners. A major component of personalized medicine is the estimation of individualized treatment rules (ITRs). Recently,…
We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate distribution. By utilizing a geometric interpretation of the GLR…
In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items…
Heavy-tailed high-dimensional data are commonly encountered in various scientific fields and pose great challenges to modern statistical analysis. A natural procedure to address this problem is to use penalized quantile regression with…
We consider the problem of sequential hypothesis testing by betting. For a general class of composite testing problems -- which include bounded mean testing, equal mean testing for bounded random tuples, and some key ingredients of…
Delayed separation of survival curves is a common occurrence in confirmatory studies in immuno-oncology. Many novel statistical methods that aim to efficiently capture potential long-term survival improvements have been proposed in recent…
A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combination of sampling costs and error probabilities, these tests…
The widespread use of maximum Jeffreys'-prior penalized likelihood in binomial-response generalized linear models, and in logistic regression, in particular, are supported by the results of Kosmidis and Firth (2021, Biometrika), who show…
We present a new non-parametric statistic, called the weighed $\ell_2$ divergence, based on empirical distributions for sequential change detection. We start by constructing the weighed $\ell_2$ divergence as a fundamental building block…
The role played by the composite analogue of the log likelihood ratio in hypothesis testing and in setting confidence regions is not as prominent as it is in the canonical likelihood setting, since its asymptotic distribution depends on the…
A simple and common type of medical research involves the comparison of one treatment against another. The logical aim should be both to establish which treatment is superior and the strength of evidence supporting this conclusion, a task…
Recently Liu and Wang derived the likelihood ratio test (LRT) statistic and its asymptotic distribution for testing equality of two multinomial distributions vs. the alternative that the second distribution is larger in terms of increasing…