相关论文: Combining independent p-values in replicability an…

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…

We consider the problem of designing optimal level-$\alpha$ power-one tests for composite nulls. Given a parameter $\alpha \in (0,1)$ and a stream of $\mathcal{X}$-valued observations $\{X_n: n \geq 1\} \overset{i.i.d.}{\sim} P$, the goal…

In this article, we propose a new class of consistent tests for $p$-variate normality. These tests are based on the characterization of the standard multivariate normal distribution, that the Hessian of the corresponding cumulant generating…

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…

Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…

Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

We propose a novel finite-sample procedure for testing composite null hypotheses. Traditional likelihood ratio tests based on asymptotic $\chi^2$ approximations often exhibit substantial bias in small samples. Our procedure rejects the…

We consider multiple testing with false discovery rate (FDR) control when p-values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less…

Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

We study the problem of estimating the joint probability mass function (pmf) over two random variables. In particular, the estimation is based on the observation of $m$ samples containing both variables and $n$ samples missing one fixed…

Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn their attention to the problem in the presence of serial…

This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…

Reproducibility is essential to reliable scientific discovery in high-throughput experiments. In this work we propose a unified approach to measure the reproducibility of findings identified from replicate experiments and identify putative…

Rare and Weak models for multiple hypothesis testing assume that only a small proportion of the tested hypotheses concern non-null effects and the individual effects are only moderately large, so they generally do not stand out…

Given a composite null hypothesis H, test supermartingales are non-negative supermartingales with respect to H with initial value 1. Large values of test supermartingales provide evidence against H. As a result, test supermartingales are an…

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…