相关论文: Extending The Range of Application of Permutation …
Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes…
This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…
Model selection in non-linear models often prioritizes performance metrics over statistical tests, limiting the ability to account for sampling variability. We propose the use of a statistical test to assess the equality of variances in…
We develop E-variables for testing whether two or more data streams come from the same source or not, and more generally, whether the difference between the sources is larger than some minimal effect size. These E-variables lead to exact,…
We would desire to have done the calculations of this paper in the measure on nxn matrices that weights uniformly all 0-1 matrices with row and column sum equal to r, other matrices given weight zero. Instead we work with all matrices that…
We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…
Survival trees are popular alternatives to Cox or Aalen regression models that offer both modelling flexibility and graphical interpretability. This paper introduces a new algorithm for survival trees that relaxes the assumption of…
Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…
Stated choice probabilities are increasingly used in conjunction with the random-coefficient model (RCM) to describe individual preferences. They allow survey respondents to express uncertainty about the future or the incompleteness of a…
Many proposals have emerged as alternatives to the Heckman selection model, mainly to address the non-robustness of its normal assumption. The 2001 Medical Expenditure Panel Survey data is often used to illustrate this non-robustness of the…
We derive the unique e-values with optimal (relative) growth rate in the worst case for testing the mean of a bounded random variable, hereby contributing with the first application beyond the assumption of mutually absolutely continuous…
A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…
Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
Let A be a standard Borel space, and consider the space A^{\bbN^{(k)}} of A-valued arrays indexed by all size-k subsets of \bbN. This paper concerns random measures on such a space whose laws are invariant under the natural action of…
In many fields of research null hypothesis significance tests and p values are the accepted way of assessing the degree of certainty with which research results can be extrapolated beyond the sample studied. However, there are very serious…
We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is conducted, which reveals that if the inverse of the link function is unbounded, the high…