scientific article; zbMATH DE number 3984308
admissibilityancillary statisticschi-square testscomparison of means and variancesconditional inferencecontingency tablesequivariant confidence setsHunt-Stein theoreminvarianceMinimax Principlemost stringent testsmultivariate linear hypothesesnormal distributionsoptimal conditional testspermutation testsrandomization modelsrelevant subsetsrobustnesssimultaneous inference procedurestheory of uniformly most powerful testsunbiased testsunbiasedness
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)
- A Studentized range test for the equivalency of normal means under heteroscedasticity
- On-line predictive linear regression
- Worst-case estimation for econometric models with unobservable components
- Nonconservative exact small-sample inference for discrete data
- Bayesian significance testing and multiple comparisons from MCMC outputs
- Rademacher complexity in Neyman-Pearson classification
- The monotone boundary property and the full coverage property of confidence intervals for a binomial proportion
- Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
- A maximized sequential probability ratio test for drug and vaccine safety surveillance
- Constructing a usable overlapping cells \(X^ 2\) goodness of fit test
- Testing inequality constraints in linear econometric models
- On equivalence of two variances of a bivariate normal vector
- Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
- Unit root tests for time series with outliers
- On asymptotic minimaxity of Kolmogorov and omega-square tests
- Vector efficiency in multiparameter estimation
- Constructing unbiased tests for homogeneity and goodness of fit
- A review of optimality of multivariate tests
- Some properties of generalized exponential entropies with applications to data compression
- UMP invariant tests for a generalized linear model
- Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
- Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
- Asymptotic optimality of hierarchical Bayes estimators and predictors
- A fuzzy decision problem based on the generalized Neyman-Pearson criterion
- On the completeness of a family of conditional distributions
- Nonlinear models, rescaling and test invariance
- Adaptive prediction and reverse martingales
- On the non-existence of ancillary statistics
- Completeness of location families, translated moments, and uniqueness of charges
- Stepwise multiple comparisons with the best
- Enumeration and simulation methods for 0-1 matrices with given marginals
- On the misuse of manifest variables in the detection of measurement bias
- Admissibility of unbiased tests for a composite hypothesis with a restricted alternative
- A note on the uniformly most powerful tests in the presence of nuisance parameters
- Asymptotic expansions for two-stage rank tests
- On the local behaviour of the Yang regression estimate
- Uniformly most accurate equivariant prediction limit
- UMPU test for state dependence of a parameter in a linear birth process
- Invariant tests for uniformity on the vertices of regular polygon
- Nonnegative estimation of variance components in unbalanced mixed models with two variance components
- Comparisons of spatially correlated binary data
- A conditional test for a non-negative mean vector based on a Hotelling's T^2-type statistic
- An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
- Lehmann-unbiased decision rules: Admissibility and invariance
- Tests of cointegrating rank with trend-break
- On improved interval estimation for the generalized variance
- Ancillarity properties of generalized residuals with applications in failure time models
- The nonexistence of confidence sets for discontinuous functionals.
- Sufficent conditions for orthogonal designs in mixed linear models
- Tests and optimal guarded weights of evidence
- Analysis of the posterior for spline estimators in logistic regression
- Directional tests for one-sided alternatives in multivariate models
- On adaptive estimation of nonlinear functionals
- Evaluating the efficiency of blocking without assuming compound symmetry
- Closure of multivariate \(t\) and related distributions
- Optimal tests for nested designs with circular stationary dependence
- Uniform and subuniform posterior robustness: The sample size problem. (With discussion)
- On optimum invariant tests of equality of intraclass correlation coefficients
- Posterior probability and conditional coverage
- Locally minimax tests for a multinormal data problem
- On the nonexistence of certain optimal confidence sets for the rectangular problem
- Effects of non-normality on the power function in a one-way random model
- Bootstrapping binomial confidence intervals
- On the concept of differential of a measure
- On the invariant estimation of a normal variance ratio
- Bayes \(p\)-values
- Statistical meaning of Carlen's superadditivity of the Fisher information
- Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution
- Asymptotic filtering for finite state Markov chains
- Shortest two-tailed confidence intervals
- Some new statistics for testing hypotheses in parametric models
- Exact tests in single equation autoregressive distributed lag models
- Bayesian robustness on constrained density band classes
- On NBUE property of one component system supported by an inactive standby and a repair facility
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- Group majorization and Schur type inequalities
- Admissibility of exact conditional tests of stochastic order
- Majorization, polyhedra, and statistical testing problems
- A Kolmogorov-type test for second-order stochastic dominance
- Comparing two means in count models having random effects -- a UMPU test
- Permutation tests - a revival?! I: Optimum properties
- Simultaneous equivariant estimation of the parameters of linear models
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- Tail-measurability in monotone latent variable models
- On stochastic properties of \(m\)-spacings
- Small sample properties of tests on homogeneity in one-way anova and meta-analysis
- Constructing fixed rank optimal estimators with method of best recurrent approximations
- Bayesian evidence test for precise hypotheses
- On a new multivariate two-sample test.
- Testing multivariate one-sided hypotheses.
- Resampling-based multiple testing for microarray data analysis (With comments)
- Strong invariance under a Bayesian point of view.
- The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
- The life and work of Gustav Elfving.
- The emperor's new tests. (With comments and a rejoinder).
- Statistical and legal aspects of the forensic study of illicit drugs.
- Multiple hypothesis testing in microarray experiments.
- Continuity adjustment for control charts for attributes
- Testing statistical hypotheses with vague data
- Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)
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