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In this paper, we are interested in testing if the volatility process is constant or not during a given time span by using high-frequency data with the presence of jumps and microstructure noise. Based on estimators of integrated volatility…

Econometrics · Economics 2020-10-16 Qiang Liu , Zhi Liu , Chuanhai Zhang

We discuss observational studies that test many causal hypotheses, either hypotheses about many outcomes or many treatments. To be credible an observational study that tests many causal hypotheses must demonstrate that its conclusions are…

Methodology · Statistics 2017-03-08 Qingyuan Zhao , Dylan S. Small , Paul R. Rosenbaum

Score-based tests have been used to study parameter heterogeneity across many types of statistical models. This chapter describes a new self-normalization approach for score-based tests of mixed models, which addresses situations where…

Methodology · Statistics 2023-06-13 Ting Wang , Edgar Merkle

In cancer biomarker development, a key objective is to evaluate whether a new biomarker, when combined with an established one, improves early cancer detection compared to using the established biomarker alone. Incremental value is often…

Methodology · Statistics 2025-11-21 Indrila Ganguly , Ying Huang

The classic integrated conditional moment test is a promising method for testing regression model misspecification. However, it severely suffers from the curse of dimensionality. To extend it to handle the testing problem for parametric…

Statistics Theory · Mathematics 2020-05-26 Falong Tan , Lixing Zhu

This paper aims to test the number of spikes in a generalized spiked covariance matrix, the spiked eigenvalues of which may be extremely larger or smaller than the non-spiked ones. For a high-dimensional problem, we first propose a general…

Methodology · Statistics 2022-03-15 Dandan Jiang

Shannon information (SI) and its special case, divergence, are defined for a DNA sequence in terms of probabilities of chemical words in the sequence and are computed for a set of complete genomes highly diverse in length and composition.…

Genomics · Quantitative Biology 2009-11-10 Hong-Da Chen , Chang-Heng Chang , Li-Ching Hsieh , Hoong-Chien Lee

Similarity choice data occur when humans make choices among alternatives based on their similarity to a target, e.g., in the context of information retrieval and in embedding learning settings. Classical metric-based models of similarity…

Machine Learning · Computer Science 2025-08-21 Hugo Sales Corrêa , Suryanarayana Sankagiri , Daniel Ratton Figueiredo , Matthias Grossglauser

Donoho and Kipnis (2022) showed that the the higher criticism (HC) test statistic has a non-Gaussian phase transition but remarked that it is probably not optimal, in the detection of sparse differences between two large frequency tables…

Statistics Theory · Mathematics 2023-11-08 Hock Peng Chan

We interpret homogenousness as a second order property and base it on the same principle as nonmonotonic logic: there might be a small set of exceptions. We use this idea to analyse fundamental questions about defeasible inheritance…

Logic in Computer Science · Computer Science 2019-03-18 Karl Schlechta

In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose an…

Econometrics · Economics 2020-02-13 Federico A. Bugni , Ivan A. Canay

The immense increase in the generation of genomic scale data poses an unmet analytical challenge, due to a lack of established methodology with the required flexibility and power. We propose a first principled approach to statistical…

Statistical inference for high-dimensional regression heteroskedasticity is an important but under-explored problem. The current paper aims at filling this gap by proposing two tests, namely the variance difference test and the variance…

Methodology · Statistics 2022-12-06 Chi Chien-Ming

Although temporal persistence, or permanence, is a well understood requirement for optimal biometric features, there is no general agreement on how to assess temporal persistence. We suggest that the best way to assess temporal persistence…

Quantitative Methods · Quantitative Biology 2017-07-05 Lee Friedman , Ioannis Rigas , Mark S. Nixon , Oleg V. Komogortsev

RNA sequencing (RNA-seq) is the conventional genome-scale approach used to capture the expression levels of all detectable genes in a biological sample. This is now regularly used for population-based studies designed to identify genetic…

Genomics · Quantitative Biology 2026-05-25 Christopher Thron , Farhad Jafari

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…

We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-05-22 Sergey Bityukov , Nikolai Krasnikov , Alexander Nikitenko , Vera Smirnova

Substantial statistical research has recently been devoted to the analysis of large-scale microarray experiments which provide a measure of the simultaneous expression of thousands of genes in a particular condition. A typical goal is the…

Methodology · Statistics 2009-10-08 Shane T. Jensen , Ibrahim Erkan , Erna S. Arnardottir , Dylan S. Small

An explicit algorithm is presented for testing whether two non-directed graphs are isomorphic or not. It is shown that for a graph of n vertices, the number of n independent operations needed for the test is polynomial in n. A proof that…

Data Structures and Algorithms · Computer Science 2007-05-23 Moshe Schwartz

In clinical trials involving paired organs such as eyes, ears, and kidneys, binary outcomes may be collected bilaterally or unilaterally. In such combined datasets, bilateral outcomes exhibit intra-subject correlation, while unilateral…

Methodology · Statistics 2025-08-19 Jia Zhou , Chang-Xing Ma