相关论文: Intermediate efficiency in nonparametric testing p…
Stochastic dominance has not been too employed in practice due to its important limitations. To increase its versatility, the concept has recently been adapted by introducing various indices that measure the degree to which one probability…
The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
A basic issue in both teaching of and practice of statistics is the interplay between modelling assumptions and inference performance. The general message conveyed is that stronger assumptions lead to better statistical performance of the…
Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…
We introduce a new test for conditional independence which is based on what we call the weighted generalised covariance measure (WGCM). It is an extension of the recently introduced generalised covariance measure (GCM). To test the null…
Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric behavior exist and need to be considered in empirical…
Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…
Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum…
The goal of mediation analysis is to study the effect of exposure on an outcome interceded by a mediator. Two simple hypotheses are tested: the effect of the exposure on the mediator, and the effect of the mediator on the outcome. When…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
The fitness coefficient, introduced in this paper, results from a competition between parametric and nonparametric density estimators within the likelihood of the data. As illustrated on several real datasets, the fitness coefficient…
In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process…
We introduce a new approach for comparing the predictive accuracy of two nested models that bypasses the difficulties caused by the degeneracy of the asymptotic variance of forecast error loss differentials used in the construction of…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
Efficiency, the basic concept of multi-objective optimization is investigated for the class of pairwise comparison matrices. A weight vector is called efficient if no alternative weight vector exists such that every pairwise ratio of the…
We compare different permutation tests and some parametric counterparts that are applicable to unbalanced designs in two by two designs. First the different approaches are shortly summarized. Then we investigate the behavior of the tests in…
Background: For RCTs with time-to-event endpoints, proportional hazard (PH) models are typically used to estimate treatment effects and logrank tests are commonly used for hypothesis testing. There is growing support for replacing this…
In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…
Quantum theory allows direct measurement of the average of a non-Hermitian operator using the weak value of the positive semidefinite part of the non-Hermitian operator. Here, we experimentally demonstrate the measurement of weak value and…