scientific article
From MaRDI portal
Publication:3747485
zbMath0608.62020MaRDI QIDQ3747485
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
robustnessinvariancepermutation testsunbiasednesscontingency tablesadmissibilityconditional inferencenormal distributionsancillary statisticschi-square testsHunt-Stein theoremunbiased testsmultivariate linear hypothesesrelevant subsetsrandomization modelscomparison of means and variancesequivariant confidence setsmost stringent testsoptimal conditional testssimultaneous inference procedurestheory of uniformly most powerful testsMinimax Principle
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05)
Related Items
On the invariant estimation of an exponential scale using doubly censored data, 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, Wald-based spatial scan statistics for cluster detection, 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, On equivalence of two variances of a bivariate normal vector, Simultaneous equivariant estimation of the parameters of linear models, Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments, A unified and broadened class of admissible minimax estimators of a multivariate normal mean, Unit root tests for time series with outliers, On asymptotic minimaxity of Kolmogorov and omega-square tests, 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., Vector efficiency in multiparameter estimation, Continuity adjustment for control charts for attributes, 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., 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), An ANOVA test for the equivalency of means under unequal variances, Noncanonical links in generalized linear models -- when is the effort justified?, Lehmann-unbiased decision rules: Admissibility and invariance, On optimal testing for the equality of equicorrelation: An example of loss in power, Estimating the ratio of two Poisson rates., 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, The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions, Directional tests for one-sided alternatives in multivariate models, Sufficiency and ancillarity in characterization problems, Statistical evaluation of algebraic constraints for social networks, Structural properties of UMPU-tests for \(2\times 2\) tables and some applications, On adaptive estimation of nonlinear functionals, Reconciling frequentist properties with the likelihood principle, Learning causal Bayesian networks using minimum free energy principle, A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model, A new approximate point optimal test of a composite null hypothesis, Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series, Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics, Marginal likelihood and unit roots, Further results on projection-based inference in IV regressions with weak, collinear or missing instruments, Efficient tests of the seasonal unit root hypothesis, Confidence sets for the date of a single break in linear time series regressions, Efficient high-dimensional importance sampling, Finite-sample simulation-based inference in VAR models with application to Granger causality testing, A non-parametric independence test using permutation entropy, Union-intersection permutation solution for two-sample equivalence testing, Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments, On defining \(P\)-values, Non-standard tests through a composite null and alternative in point-identified parameters, Using data compressors to construct order tests for homogeneity and component independence, Classification with asymmetric label noise: consistency and maximal denoising, Confidence intervals for a ratio of binomial proportions based on direct and inverse sampling schemes, Possibilistic decisions and fuzzy statistical tests, A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods, Conditional limit theorems for exponential families and finite versions of de Finetti's theorem, Parametric robust test for several variances with unknown underlying distributions, Constructing a usable overlapping cells \(X^ 2\) goodness of fit test, Measuring human development: a stochastic dominance approach, Testing inequality constraints in linear econometric models, An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models, Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics, Finite-sample distribution of regression quantiles, Some models and methods for the analysis of observational data, A novel trace test for the mean parameters in a multivariate growth curve model, On exactness and unbiasedness of confidence bands for a continuous distribution function, One-sided confidence intervals for population variances of skewed distributions, Kullback-Leibler information and its applications in multi-dimensional adaptive testing, Uniformly robust tests in errors-in-variables models, On testing homogeneity of variances for nonnormal models using entropy, An extension of Anderson's multiple decision procedure, Drift and the risk-free rate, Subjective probability and quantum certainty, More comparisons of MLE with UMVUE for exponential families, On a test for dispersive ordering, Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring, Sequential monitoring with conditional randomization tests, Testing joint hypotheses when one of the alternatives is one-sided, Some exact tests for manifest properties of latent trait models, On testing the equivalence of treatments using the measure of range, Some observations in testing for nonstandard mixtures, A note on confidence bounds after fixed-sequence multiple tests, Simultaneous optimal estimation in linear mixed models, Boundedly complete families which are not complete, Estimation of a non-negative location parameter with unknown scale, Dependent random variables and hypothesis testing -- a Monte Carlo perspective, An optimal approach for hypothesis testing in the presence of incomplete data, Identifying common normal distributions, Structural equation modeling of multivariate gamma density, A new generalized \(p\)-value for ANOVA under heteroscedasticity, Error probability bounds for nuclear detection: improving accuracy through controlled mobility, Inferences on inliers in Rayleigh distribution, Computer simulation of randomized cancer screening trials to compare methods of estimating lead time and benefit time, A compensatory approach to optimal selection with mastery scores, Asymptotic posterior normality for multiparameter problems, Inference for negativist theory using numerically computed rejection regions, Simultaneous optimality of LSE and ANOVA estimate in general mixed models, Evaluation of formal posterior distributions via Markov chain arguments, Testing for homogeneity in a general one-way classification with fixed effects: power simulations and comparative study, A bi-aspect nonparametric test for the two-sample location problem, A network flow approach in finding maximum likelihood estimate of high concentration regions, A bi-aspect nonparametric test for the multi-sample location problem, Most mean powerful test of a composite null against a composite alternative, Regularization through variable selection and conditional MLE with application to classification in high dimensions, Testing hypotheses in mixed linear models, Alternative estimators for the variance of several normal populations, Survival prediction using gene expression data: a review and comparison, Asymmetry models for square contingency tables: exact tests via algebraic statistics, Principal components on coefficient of variation matrices, General canonical correlations with applications to group symmetry models, Non-asymptotic quality assessment of generalised FIR models with periodic inputs, The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test, Discrimination between B-processes is impossible, A generalized Neyman-Pearson Lemma for \(g\)-probabilities, Theory and applications of a new methodology for the random sequential probability ratio test, A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance, Total positivity, spherical series, and hypergeometric functions of matrix argument, Generalized \(p\) value tests for variance components in a class of linear mixed models, Locally best rotation-invariant rank tests for modal location, Parameter estimation in semi-linear models using a maximal invariant likelihood function, A Studentized range test for the equivalency of normal means under heteroscedasticity, Parametric and permutation testing for multivariate monotonic alternatives, A note on statistical hypothesis testing based on log transformation of the Mantel-Haenszel common odds ratio for differential item functioning classification, Tests for independence in contingency tables with ordered categories, On-line predictive linear regression, Worst-case estimation for econometric models with unobservable components, Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters, Nonconservative exact small-sample inference for discrete data, A single server queue with random arrivals and balking: Confidence interval estimation, Bayesian significance testing and multiple comparisons from MCMC outputs, Detection and localization of hidden radioactive sources with spatial statistical method, Rademacher complexity in Neyman-Pearson classification, The monotone boundary property and the full coverage property of confidence intervals for a binomial proportion, Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors, Consistency of choice in nonparametric multiple comparisons, Tests for Establishing Compatibility of an Observed Genotype Distribution with Hardy-Weinberg Equilibrium in the Case of a Biallelic Locus, Unnamed Item, Permutation Anderson–Darling Type and Moment-Based Test Statistics for Univariate Ordered Categorical Data, Complete ranking procedures with appropriate loss functions, Invariance, Nonlinear Models, and Asymptotic Tests, Towards an optimum test for non-additivity in Tukey's model, Some new tests for multivariate normality, An inclusion-consistent solution to the problem of absurd confidence statements: 1. Consistent exact confidence-interval estimation, Optimal designs based on exact confidence regions for parameter estimation of a nonlinear regression model, A nonparametric confidence interval for slope based on spearman's rho, A bayesian analysis in closed animal populations from capture recapture experiments with trap response, Equality conditions in an inequality for affinities of finite measures, Some rememarks on locally most powerful unbiased tests for the detection of mixtures of poisson or binomial distributions, Testing for a separation between two normal distributions, On selecting the treatment with the largest probability of survival, Estimation of the mean of the selected gamma population, Minimum variance unbiased estimation in natural exponential families generated by stable distributions, Testing for multisource contamination in location / scale families, P-values based on approximate conditioning and \(p^{*}\), Testing Simple Hypothesis about the Mean of Normal Distribution, Some robust two-sample test statistics based on m-estimators of location, Empirical Bayes and Hierarchical Bayes Estimation of Skew Normal Populations, Monitoring Field Variability Using Confidence Interval for Coefficient of Variation, On minimax robust testing of composite hypotheses on Poisson process intensity, LesP-values comme votes d'experts, Analysis to Neyman-Pearson classification with convex loss function, Confidence curves and improved exact confidence intervals for discrete distributions, Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models, Reducing conservatism of exact small-sample methods of inference for discrete data, The propensity theory: a decision-theoretic restatement, Computing strategies for achieving acceptability: a Monte Carlo approach, Nonparametric item response theory axioms and properties under nonlinearity and their exemplification with knowledge space theory, Does the Selected Normal Population Have the Smallest Variance?, The Highest Confidence Density Region and Its Usage for Joint Inferences about Constrained Parameters, Distributions of the Kullback-Leibler divergence with applications, On empirical likelihood for semiparametric two-sample density ratio models, Simultaneous control of false positives and false negatives in multiple hypotheses testing, ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS, Improved estimation of an exponential scale ratio based on records, Spacing tests for the K-sample problem and random ordering, A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results, Optimal statistical fault detection with nuisance parameters, A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems, Locally Maximin Test for the Mixture Proportion with Type-I Censoring, Some asymptotic results for the number of generalized records, Exact likelihood ratio scale and homogeneity testing of some loss processes, Finite-sample consistency of combination-based permutation tests with application to repeated measures designs, Semiparametric and parametric transformation models for comparing diagnostic markers with paired design, False discovery and false nondiscovery rates in single-step multiple testing procedures, Functional approaches for predicting land use with the temporal evolution of coarse resolution remote sensing data, A class of exact UMP unbiased tests for conditional symmetry in small-sample square contingency tables, Testing hypotheses on coefficients of variation from a series of two-armed experiments, When transition count for a Markov chain is a complete sufficient statistic, Minimax expected measure confidence sets for restricted location parameters, Assessing a vector of clinical observations, Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level, On characteristic function-based bootstrap tests, A resampling procedure for nonparametric combination of several dependent tests, Critical issues in different inferential paradigms, Concentration function and coefficients of divergence for signed measures, On ARL-Unbiased Control Charts, Biased and unbiased two-sided Wilcoxon tests for equal sample sizes, Equivalence of decision problems, A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location, Smallest confidence intervals for one binomial proportion, Nonparametric goodness-of-fit tests for the Rasch model, On the consistency of a test for symmetry based on a runs statistic, On measurement properties of continuation ratio models, A new Bayesian procedure for testing point null hypotheses, Multi-attribute unit and group runs control chart to identify the process deterioration, Invariance in measurement and prediction revisited, A symbolic test for testing independence between time series, Accelerated Hazards Regression Model and Its Adequacy for Censored Survival Data, Most Powerful Permutation Invariant Tests for Relatedness Hypotheses Using Genotypic Data, Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution, General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses, Sufficiency and the Separation of Strongly Convex Sets of Probability Measures, Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk, CUSUM Hypothesis Tests and Alternative Response Probabilities for Finite Poisson Trials, Anomalies in the analysis of calibrated data, Average Most Powerful Tests for a Segmented Regression, Exact and approximate runs distributions, On a Sequential Probability Ratio Test Subject to Incomplete Data, The econometrics of mean‐variance efficiency tests: a survey, An approach to fuzzy hypothesis testing, Rate of convergence for the `square root formula' in the Internet transmission control protocol, Optimal testing of equivalence hypotheses, On optimality of stepdown and stepup multiple test procedures, Goodness-of-Fit Tests for Multivariate Distributions, Modified p-Value of Two-Sided Test for Normal Distribution with Restricted Parameter Space, Best linear predictors for factor scores, Asymptotic properties of anoya bayes factors, Matrix equations with restraints and their statistical applications, Globally almost most powerful tests for censored data, Design and Analysis of Group Sequential Clinical Trials with Multiple Primary Endpoints, A Note on One‐Sided Tests with Multiple Endpoints, Karlin's corollary: a topological approach to pitman's measure, Are Flexible Designs Sound?, Family of transformed chi-square distributions, Two transformation models for estimating an ROC curve derived from continuous data, AN ADAPTIVE PROCEDURE FOR GOODNESS-OF-FIT BASED ON SAMPLE SPACINGS, Tchebycheff-Experiments, Lagrangean katz family of distributions, The multivariate Cuzick test, A statistical signalling model for use in surveillance of adverse drug reaction data, An observation on regression-based specification tests, The optimal prediction of cross-sectional proportions in categorical panel-data analysis, ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION, A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION, MODELLING THE COEFFICIENT OF VARIATION IN FACTORIAL EXPERIMENTS, Construction of Admissible Tests for the Geometric Distribution with Numerical Applications, Small sample confidence intervals for the difference,ratio and odds ratio of two success probabilities, An upper bound on a ratio of variances, On optimal tests for general interval-hypotheses, Conditional probability of correct selection under the continuum partition with applications, Exact Confidence Intervals in Analysis of Nonorthogonal Saturated Designs, Exact interpretation of dummy variables in semilogarithmic equations, Bayesian blinded sample size re-estimation, Quasi Most Powerful Invariant Goodness‐of‐fit Tests, Testing for Restricted Stochastic Dominance, Confidence-credible intervals, Small sample equivalence tests for exponentiality, Analysis of mixed correlated semi-continuous and β-inflated Poisson responses, Independent attributes control chart for Markov-dependent processes, Comparing a new Gini test with other symmetry tests when median is known, Discriminating between sequences of bernoulli and markov-bernoulli trials, The most powerful location and scale invariant test under the assumption of symmetry, Conditional properties of prediction intervals, On optimal b-robust influence functions in multidimensional parametric models, Testing equivalence in clinical trials using a new principle for constructing statistical tests, An upper bound for the power of a test, Efficiency in the Use of Hotellings T2, Always Valid Inference: Continuous Monitoring of A/B Tests, ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS, A Comparison of two sequential tests forµ/σ, Testing for and against a set of linear inequality constraints in a multinomial setting, A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio, Optimum tests for treatments when blocks are nested and random, Testing Whether Interpenetration is Possible for the Grains of a Random Set, Unnamed Item, Lower bounds on Bayes risks for estimating a normal variance: With applications, COVERAGE PROBABILITY ESTIMATION OF AN ASYMPTOTIC CONFIDENCE INTERVAL FOR THE BERNOULLI PARAMETER, Testing Equivalence Simultaneously for Location and Dispersion of two Normally Distributed Populations, Comparing Trials with Multiple Outcomes: The Multivariate One‐Sided Hypothesis with Unknown Covariances, Optimal transitive procedures for comparing large numbers of parameters, On a score test for pure birth processes and a poisson dispersion test, On a score test for pure birth processes and a poisson dispersion test, The generalized likelihood ratio test for the pearson correlation∗, Interval estimation of a small proportion via inverse sampling, Multiple linear regression model with stochastic design variables, Characterizations of some continuous distributions, Quasi-optimal Bayesian procedures of many hypotheses testing, Extended tests for non-zero between-study variance, Confidence intervals for the ratio of two variances, Bootstrap unconditionalP-Values for the Sign Test with Ties and the 2 × 2 Matched-Pairs Trial, Sequential type nonparametric tests for ordered bivariate alterenatives, Continuous single attribute control chart for Markov-dependent processes, Verification in biometric systems: problems and modern methods of their solution, Better nonparametric confidence intervals for the mean of a symmetric distribution, Mahalanobis distance under non-normality, Unnamed Item, NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE, Optimal fault detection with nuisance parameters and a general covariance matrix, Unnamed Item, Generalized runs tests for heteroscedastic time series, Selection Adjusted Confidence Intervals With More Power to Determine the Sign, Randomized confidence intervals of a parameter for a family of discrete exponential type distributions, A Regularization Corrected Score Method for Nonlinear Regression Models with Covariate Error, Individualized two‐stage multiple testing procedures with corresponding interval estimates, Robustness of Group Testing in the Estimation of Proportions, Reduced Sensitivity to Hidden Bias at Upper Quantiles in Observational Studies with Dilated Treatment Effects, A Simple Permutation‐Type Method for Testing Circular Uniformity with Correlated Angular Measurements, Exact Inference for Growth Curves with Intraclass Correlation Structure*, On the Weak Consistency of Permutation Tests, Small‐Sample Confidence Regions in Exponential Families, Unnamed Item, SMR Analysis of Historical Follow‐Up Studies with Missing Death Certificates, A median test for functional data, Test of Independence in the Farlie–Gumbel–Morgenstern Distribution, Two Statistics for Unconditional Exact Tests in Matched-Pairs Design, Bayesian Estimation of the Size of a Closed Population Using Photo-ID Data with Part of the Population Uncatchable, Comparing Two Population Means and Variances: A Parametric Robust Way, Unnamed Item, Two-Sample Comparisons with the Efron-Test Under Random Censorship, A NONPARAMETRIC TEST FOR THE EQUALITY OF DEPENDENT CORRELATION COEFFICIENTS UNDER NORMALITY, Exact Multi-attribute Acceptance Single Sampling Plan, On some test statistics for testing homogeneity of variances: a comparative study, Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities, Unnamed Item, New Tests for Data with an Inherent Structure, Point estimation based on confidence intervals: exponential families, Department of mathematics university of southampton southampton s09 5nh, england, Exact confidence regions for species assignment based on DNA markers, On selecting populations better than a control: weibull populations case, Acceptance–Rejection Sampling from the Conditional Distribution of Independent Discrete Random Variables, given their Sum, Estimating the Common Location, Inference for a General Type II Censorship Model, Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions, Exhaustivity, completeness and almost invariance., Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables, Win-probabilities for regression models, Revisiting the Berger location model: fallacious confidence interval or a rigged example?, A statistical method to construct confidence sets on carrion insect age from development stage, On the optimization of the weighted Bickel--Rosenblatt test, One-sided tests for independence of seemingly unrelated regression equations, Range tests for the dispersion of several location parameters, The LIL for the Bickel-Rosenblatt test statistic, Monotonicity properties of multiple endpoint testing procedures, Choice of a null distribution in resampling-based multiple testing, Using the partitioning principle to construct confidence sets for the location of a disease gene, FDR-controlling stepwise procedures and their false negatives rates, Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data, Estimating statistical hypotheses, Minimax tests for convex cones, An example of a two-sided Wilcoxon signed rank test which is not unbiased, A note on the accuracy of an approximate interval for the binomial parameter, \(P^{3}\) approach to intersection-union testing of hypotheses, Simultaneous optimal estimates of fixed effects and variance components in the mixed model, Exact tests for structural change in first-order dynamic models, Noninformative priors for maximal invariant parameter in group models, Specific features of regions of acceptance of hypotheses in conditional Bayesian problems of statistical hypotheses testing, Invariance, model matching and probability matching, On selecting the best natural exponential families with quadratic variance function, Estimation of the order restricted scale parameters for two populations from the Lomax distribution, Examples of \(L^2\)-complete and boundedly-complete distributions, Likelihood ratio test for the spacing between two adjacent location parameters, Statistical tests for fuzzy data, A two-stage rank test using density estimation, On the \(T\)-test, Sign regularity of a generalized Cauchy kernel with applications, The two-envelope problem for general distributions, Performance monitoring of control systems using likelihood methods, Test for homogeneity of several populations by stochastic complexity, Composition operator for densities of continuous variables, A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models, Representations by uncorrelated random variables, Criteria of efficiency for set-valued classification, Frequency-calibrated belief functions: review and new insights, Non-uniqueness of equilibrium action profiles with equal size in one-shot cheap-talk games, Testing composite hypotheses about discrete ergodic processes, Objective priors for the bivariate normal model, A quantum model of the distribution of prime numbers and the Riemann hypothesis, Confidence distributions from likelihoods by median bias correction, A frequentist interpretation of probability for model-based inductive inference, Exact inference on stratified two-stage Markov chain models., Uniform stability of posteriors, Reconciling Bayesian and frequentist evidence in the point null testing problem, Statistical properties of the fuzzy \(p\)-value, Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model, Moments and cumulants of the extremes of a sample from a uniform distribution, Kullback-Leibler divergence measure based tests concerning the biasness in a sample, Asymptotics of guarded weights of evidence, Computing empirical likelihood from the bootstrap, Global statistical information in exponential experiments and selection of exponential models, Shorter prediction intervals for anonymous individual assessments in group decision-making via pairwise comparisons, Nearly weighted risk minimal unbiased estimation, Ranking and selection of populations on the base of sample means, Selective inference with a randomized response, Stochastic order in dichotomous item response models for fixed, adaptive, and multidimensional tests, Exact person fit indexes for the Rasch model for arbitrary alternatives, A test-theoretic approach to observed-score equating, Additive conjoint isotonic probabilistic models (ADISOP), A simple definition of detection limit, Exact tests for the Rasch model via sequential importance sampling, Estimation of a scale parameter in mixture models with unknown location, Extending permutation conditional inference to unconditional ones, A measure-theoretic approach to completeness of financial markets, Optimal recursive estimation of raw data, The split sample permutation \(t\)-tests, Unbiased goodness-of-fit tests, Similar tests for covariance structures in multivariate linear models, Nonparametric rank-based statistics and significance tests for fuzzy data, Decision theory results for one-sided multiple comparison procedures, On Neyman-Pearson minimax detection of Poisson process intensity, A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests, Admissibility of invariant tests for means with covariates, Admissibility of estimators of the probability of unobserved outcomes, A note on the nonparametric test based on the \(L_ 1\)-version of the Cramér-von Mises statistic, A unified approach to permutation testing for equivalence, Deriving tests of the semi-linear regression model using the density function of a maximal invariant, Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios, Confidence as likelihood, A multivariate extension of union-intersection permutation solution for two-sample testing, Testing is confidence estimation: partition multiple testing, Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes, Vanishing shortcoming and asymptotic relative efficiency., The problem of low counts in a signal plus noise model., Manifest characterization and testing for certain latent properties, On generalized dynamic survival and failure entropies of order \((\alpha, \beta)\), Exact Bahadur slope for combining independent tests for normal and logistic distributions, Redundant observations at testing i. i. d. random variables, Small sample properties of the power function of \(F\) tests in two-way error component regression., A class of conditional tests for a multivariate one-sided alternative, Construction of uniformly more powerful tests for hypotheses about linear inequalities, The bias of linear rank tests when testing for stochastic order in ordered categorical data, Variable selection for structural models, Properties of noncommutative Rényi and Augustin information, Bayesian analysis of matched pairs, Some Complementary History and Results, Discrimination of quantum states under locality constraints in the many-copy setting, The Sign Test, Paired Data, and Asymmetric Dependence: A Cautionary Tale, Inferential Statistics as Descriptive Statistics: There Is No Replication Crisis if We Don’t Expect Replication, Concentration and ROC curves, revisited, An Empirical Bayes Method for Chi-Squared Data, Unnamed Item, Sampling for Conditional Inference on Network Data, A kolmogorov-smirnov type test for positive quadrant dependence, Non- and semiparametric statistics: compared and contrasted, Fuzzy tests -- defuzzification and randomization, Maximum Average-Power (MAP) Tests, Generalized Neyman-Pearson lemma via convex duality., A Comparison of the Runs Test for Volatility Forecastability and the LM Test for GARCH Using Aggregated Returns, A modified runs test for symmetry, Objective Testing Procedures in Linear Models: Calibration of the p‐values, Optimal prediction in loglinear models, Wherefore similar tests?, Critique of p‐Values, Multivariate tri-aspect non-parametric testing, Accounting for Variability in Sample Size Estimation with Applications to Nonadherence and Estimation of Variance and Effect Size, COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor, Optimally and computations for relative surprise inferences, Invariant tests based onM-estimators, estimating functions, and the generalized method of moments, ValidP-Values Behave Exactly as They Should: Some Misleading Criticisms ofP-Values and Their Resolution WithS-Values, An Introduction to Second-Generation p-Values, Two-Tailed p-Values and Coherent Measures of Evidence
