Related papers: Testing similarity of competing risks models by co…
Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…
This paper studies the joint inference on conditional volatility parameters and the innovation moments by means of bootstrap to test for the existence of moments for GARCH(p,q) processes. We propose a residual bootstrap to mimic the joint…
This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…
Finkelstein-Schoenfeld, Buyse, Pocock, and other authors have developed generalizations of the Mann-Whitney test that allow for pairwise patient comparisons to include a hierarchy of measurements. Various authors present either asymptotic…
Time-to-event endpoints are central to evaluate treatment efficacy across many disease areas. Many trial protocols include interim analyses within group-sequential designs that control type I error via spending functions or boundary…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
Hybrid systems whose mode dynamics are governed by non-linear ordinary differential equations (ODEs) are often a natural model for biological processes. However such models are difficult to analyze. To address this, we develop a…
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…
The g-formula can be used to estimate the treatment effect while accounting for confounding bias in observational studies. With regard to time-to-event endpoints, possibly subject to competing risks, the construction of valid pointwise…
Many online experiments exhibit dependence between users and items. For example, in online advertising, observations that have a user or an ad in common are likely to be associated. Because of this, even in experiments involving millions of…
This paper considers the inference of trends in multiple, nonstationary time series. To test whether trends are parallel to each other, we use a parallelism index based on the L2-distances between nonparametric trend estimators and their…
The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…
There are various parametric models for analyzing pairwise comparison data, including the Bradley-Terry-Luce (BTL) and Thurstone models, but their reliance on strong parametric assumptions is limiting. In this work, we study a flexible…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…
Competing risk models are survival models with several events of interest acting in competition and whose occurrence is only observed for the event that occurs first in time. This paper presents a Bayesian approach to these models in which…
Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…
We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL estimators share the same limiting distribution as their…
Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…
In clinical trials, multiple outcomes of different priorities commonly occur as the patient's response may not be adequately characterized by a single outcome. Win statistics are appealing summary measures for between-group difference at…