相关论文: Testing Against Tree Ordered Alternatives in One-w…

We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-algebraic description of the set of covariance matrices of any…

In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…

Bootstrap techniques (also called resampling computation techniques) have introduced new advances in modeling and model evaluation. Using resampling methods to construct a series of new samples which are based on the original data set,…

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Comparing two groups under different conditions is ubiquitous in the biomedical sciences. In many cases, samples from the two groups can be naturally paired; for example a pair of samples may come from the same individual under the two…

We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…

Finkelstein-Schoenfeld, Buyse, Pocock, and other authors have developed generalizations of the Mann-Whitney test that allow for pairwise patient comparisons to include a hierarchy of measurements. Various authors present either asymptotic…

We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework.…

Randomized clinical trials are often designed to assess whether a test treatment prolongs survival relative to a control treatment. Increased patient heterogeneity, while desirable for generalizability of results, can weaken the ability of…

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

A/B testing refers to the statistical procedure of conducting an experiment to compare two treatments, A and B, applied to different testing subjects. It is widely used by technology companies such as Facebook, LinkedIn, and Netflix, to…

Testing a global null is a canonical problem in statistics and has a wide range of applications. In view of the fact that no uniformly most powerful test exists, prior and/or domain knowledge are commonly used to focus on a certain class of…

Many scientific questions rely on determining whether two sequences of event times are associated. This article introduces a likelihood ratio test which can be parameterised in several ways to detect different forms of dependence. A common…

In nested simulation literature, a common assumption is that the experimenter can choose the number of outer scenarios to sample. This paper considers the case when the experimenter is given a fixed set of outer scenarios from an external…

We propose some parametric tests for ergodic diffusion-plus-noise model, which is a version of state-space modelling in statistics for stochastic diffusion equations. The test statistics are classified into three types:…

Popular software packages report four generalizations of the ANOVA F test when conducting a multivariate analysis of variance (MANOVA). The reported operating characteristics of these fours tests vary widely depending on which research…

Given $n$ observations from two balanced classes, consider the task of labeling an additional $m$ inputs that are known to all belong to \emph{one} of the two classes. Special cases of this problem are well-known: with complete knowledge of…

The present paper answers the following questions related with high-dimensional manova: (i) is it possible to develop a likelihood ratio test for high-dimensional manova? (ii) would such test perform well? (iii) would it be able to…

When planning a clinical trial for a time-to-event endpoint, we require an estimated effect size and need to consider the type of effect. Usually, an effect of proportional hazards is assumed with the hazard ratio as the corresponding…

A factor model with a break in its factor loadings is observationally equivalent to a model without changes in the loadings but a change in the variance of its factors. This effectively transforms a structural change problem of high…