相关论文: A new approach for analyzing panel AR(1) series wi…

This paper introduces a feasible and practical Bayesian method for unit root testing in financial time series. We propose a convenient approximation of the Bayes factor in terms of the Bayesian Information Criterion as a straightforward and…

Large-scale randomized experiments, sometimes called A/B tests, are increasingly prevalent in many industries. Though such experiments are often analyzed via frequentist $t$-tests, arguably such analyses are deficient: $p$-values are hard…

New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…

The first-order autoregressive process, AR (1), has been widely used and implemented in time series analysis. Different estimation methods have been employed in order to estimate the autoregressive parameter. This article focuses on…

This review discusses methods of testing for a panel unit root. Modern approaches to testing in cross-sectionally correlated panels are discussed, preceding the analysis with an analysis of independent panels. In addition, methods for…

To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis one way to detect stochastic trends is to test if the series has unit roots, and for…

We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically…

A common task in high-throughput biology is to test for differences in means between two samples across thousands of features (e.g., genes or proteins), often with only a handful of replicates per sample. Moderated t-tests handle this…

This manuscript proposes a novel empirical Bayes technique for regularizing regression coefficients in predictive models. When predictions from a previously published model are available, this empirical Bayes method provides a natural…

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

A central goal in social science is to evaluate the causal effect of a policy. One dominant approach is through panel data analysis in which the behaviors of multiple units are observed over time. The information across time and space…

A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks filters out any trend component that satisfies some…

Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…

Motivated by applications in tissue-wide association studies (TWAS), we develop a flexible and theoretically grounded empirical Bayes approach for integrating %vector-valued outcomes data obtained from different sources. We propose a linear…

This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1], thus allowing for some of the individual processes to have…

The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using freely available statistical software like R. A potential…

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

Estimating the sharing of genetic effects across different conditions is important to many statistical analyses of genomic data. The patterns of sharing arising from these data are often highly heterogeneous. To flexibly model these…

In this paper we proposed the alternative test to the two independent and normally distributed samples t test based on the cross variance concept. We present the simulation results of the power and the error rate of the special case of the…

Modern application of A/B tests is challenging due to its large scale in various dimensions, which demands flexibility to deal with multiple testing sequentially. The state-of-the-art practice first reduces the observed data stream to…