相关论文: On the Powers of Some New Chi-Square Type Statisti…

A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…

In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infinitely many categories. In particular, the Cram\'er-von…

We present a symbolic decomposition of the Pearson chi-square statistic with unequal cell probabilities, by presenting Hadamard-type matrices whose columns are eigenvectors of the variance-covariance matrix of the cell counts. All of the…

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…

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…

In this paper some new proposals for method comparison are presented. On the one hand, two new robust regressions, the M-Deming and the MM-Deming, have been developed by modifying Linnet's method of the weighted Deming regression. The…

We present a novel method for testing the hypothesis of equality of two correlation matrices using paired high-dimensional datasets. We consider test statistics based on the average of squares, maximum and sum of exceedances of Fisher…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample…

When designing experimental studies with human participants, experimenters must decide how many trials each participant will complete, as well as how many participants to test. Most discussion of statistical power (the ability of a study…

This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are considered with particular interest in tests that trend ratios are…

Many large-scale testing procedures learn signal structure from the data to boost power. Direct data reuse can inflate Type-I error ("double dipping"), so a common remedy is masking: withholding some information during learning and using it…

Along the lines of Janssen's and Pfanzagl's work the testing theory for statistical functionals is further developed for non-parametric one-sample problems. Efficient tests for the one-sided and two-sided problems are derived for…

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

This paper introduces a class of jackknife-based test statistics for linear regression models with endogeneity and heteroskedasticity in the presence of many potentially weak instrumental variables. The tests may be used when considering…

Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…

In order to make argumentation-based inference contestable, it is crucial to explain what changes can achieve a desired (instead of the contested) inference result. To this end, we introduce strength change explanations for quantitative…

Statistical tests for trend in recurrent event data not following a Poisson process are generally constructed for event censored data. However, time censored data are more frequently encountered in practice. In this paper we contribute to…

In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distribution. Asymptotic theory for the simple hypothesis case is…