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相关论文: Approximative Tests for the Equality of Two Cumula…

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We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…

统计理论 · 数学 2020-04-28 Holger Dette , Kevin Kokot

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…

统计方法学 · 统计学 2024-04-03 Jasmin Rühl , Sarah Friedrich

The Fine-Gray model for the subdistribution hazard is commonly used for estimating associations between covariates and competing risks outcomes. When there are missing values in the covariates included in a given model, researchers may wish…

This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be applied both in the case of two independent samples and for…

统计方法学 · 统计学 2023-02-08 Lorenzo Tedesco , Ingrid Van Keilegom

This paper compares two different frameworks recently introduced in the literature for measuring risk in a multi-period setting. The first corresponds to applying a single coherent risk measure to the cumulative future costs, while the…

风险管理 · 定量金融 2015-03-19 Dan A. Iancu , Marek Petrik , Dharmashankar Subramanian

Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein…

统计理论 · 数学 2023-12-19 Guanjie Lyu , Mohamed Belalia

Cardiovascular outcome trials commonly face competing risks when non-CV death prevents observation of major adverse cardiovascular events (MACE). While Cox proportional hazards models treat competing events as independent censoring,…

统计方法学 · 统计学 2026-02-19 Tuo Wang , Yu Du

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

计算金融 · 定量金融 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censoring. In particular, the limiting distribution of the…

统计方法学 · 统计学 2012-01-12 Marloes H. Maathuis , Michael G. Hudgens

Statistical inference in competing risks models is often based on the famous Aalen-Johansen estimator. Since the corresponding limit process lacks independent increments, it is typically applied together with Lin's (1997) resampling…

统计理论 · 数学 2014-01-31 Dennis Dobler , Markus Pauly

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

统计理论 · 数学 2012-11-15 Magalie Fromont , Béatrice Laurent , Patricia Reynaud-Bouret

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmologic studies, statistical tests are often based on one or two eyes of an individual. For bilateral…

统计方法学 · 统计学 2020-10-08 Chang-Xing Ma , Kejia Wang

A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We…

统计方法学 · 统计学 2023-06-19 Dennis Dobler , Kathrin Möllenhoff

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of $L_p$-type functionals of kernel estimators $(1 \leq p < \infty)$. Drawing on the approach of…

统计理论 · 数学 2023-08-28 Sokbae Lee , Kyungchul Song , Yoon-Jae Whang

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller…

统计理论 · 数学 2023-05-16 Patrick Bastian , Holger Dette , Lukas Koletzko

Recently, Chernozhukov, Chetverikov, and Kato [Ann. Statist. 42 (2014) 1564--1597] developed a new Gaussian comparison inequality for approximating the suprema of empirical processes. This paper exploits this technique to devise sharp…

统计理论 · 数学 2017-05-30 Fang Han , Sheng Xu , Wen-Xin Zhou

Diagnostic accuracy studies assess sensitivity and specificity of a new index test in relation to an established comparator or the reference standard. The development and selection of the index test is usually assumed to be conducted prior…

统计方法学 · 统计学 2022-08-30 Max Westphal , Antonia Zapf

``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…

统计理论 · 数学 2026-04-17 Manit Paul , Arun Kumar Kuchibhotla

In this work, we study non-parametric hypothesis testing problem with distribution function constraints. The empirical likelihood ratio test has been widely used in testing problems with moment (in)equality constraints. However, some…

统计理论 · 数学 2016-05-03 Yingxi Liu , Ahmed Tewfik

This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…

统计方法学 · 统计学 2021-02-15 Pascal Bianchi , Kevin Elgui , François Portier