IX. On the problem of the most efficient tests of statistical hypotheses
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(only showing first 100 items - show all)- Optimal hypothesis testing: From semi to fully Bayes factors
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- The false strategy theorem: a financial application of experimental mathematics
- Revisiting noncentrality-based confidence intervals, error probabilities and estimation-based effect sizes
- Dual lattice attacks for closest vector problems (with preprocessing)
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
- Efficient stratified testing procedure for a false discovery rate
- Parametric embedding of nonparametric inference problems
- Combining several screening tests: optimality of the risk score
- Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective
- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
- Discrimination of quantum states under locality constraints in the many-copy setting
- A two-phase stochastic momentum-based algorithm for nonconvex expectation-constrained optimization
- Memory-efficient BKW algorithm for solving the LWE problem
- The history of statistics in 1933
- A new test for non-linear hypotheses under distributional and local parametric misspecification
- Testing statistical hypotheses, Wiley, New York 1959: The story of a book
- Most stringent test of null of cointegration: a Monte Carlo comparison
- Derdoppelseitige und die einseitigen (Iχ)2-Tests und ihre Leistungsfähigkeit für die wahr=scheinlichkeitstheoretische Überprüfung von Sterbetafeln
- Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials
- Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio
- Stability of testing hypotheses
- Toward the end-to-end optimization of the SWGO array layout
- Detection, isolation and diagnosability analysis of intermittent faults in stochastic systems
- Neyman Measurement and Prediction Procedures
- The Statistical Education of Harold Jeffreys
- Severity and Trustworthy Evidence: Foundational Problems versus Misuses of Frequentist Testing
- Statistics for model calibration
- Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
- The emperor's new tests. (With comments and a rejoinder).
- A measure of evidence based on the likelihood-ratio statistics
- Relatively robust decisions
- Model averaging for robust extrapolation in evidence synthesis
- Sufficiency criteria and duality for nonlinear programs involving n-set functions
- Does the dual-sieve attack on learning with errors even work?
- Evaluating the improvement in diagnostic utility from adding new predictors
- A Kernel Log-Rank Test of Independence for Right-Censored Data
- Testing for improvement in prediction model performance
- When does combining markers improve classification performance and what are implications for practice?
- Geometric influences
- Blind identification of MISO-FIR channels
- Bounded Ornstein-Uhlenbeck models for two-choice time controlled tasks
- Directional tests and statistical frames
- A new likelihood inequality for models with latent variables
- Sound and relatively complete belief Hoare logic for statistical hypothesis testing programs
- Generalized V-univexity type-I for multiobjective programming with n-set functions
- Controlling the error probabilities of model selection information criteria using bootstrapping
- The power function of conditional tests of the Rasch model
- On a sequential probability ratio test subject to incomplete data
- Most powerful test sequences with early stopping options
- The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-Savage argument for Bayesian theory
- Iterative Boolean combination of classifiers in the ROC space: an application to anomaly detection with HMMs
- Study of coverage of confidence intervals for the standardized mortality ratio in studies with missing death certificates
- Evolution of International Statistical Standards via Life Cycle of Products and Services
- Semirange tests for shortfall
- Generalization of the theory of signal detectability to \(n\)-event \(m\)-dimensional forced-choice tasks.
- Local minimax rates for closeness testing of discrete distributions
- Optimal decision indices for R\&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index
- Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
- Large deviations in testing squared radial Ornstein-Uhlenbeck model
- Classical versus Bayesian statistics
- A non-linear forecast combination procedure for binary outcomes
- Equitability, mutual information, and the maximal information coefficient
- Utility functions that lead to the likelihood ratio as a relative model performance measure
- Sample-optimal identity testing with high probability
- Falsification or choice among alternatives: The unsolved dilemma of hypothesis testing
- Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference*
- Randomised P-values and nonparametric procedures in multiple testing
- Evaluating lifetime performance for the Pareto model with censored and imprecise information
- Sequential hypothesis tests for multinomial processing tree models
- Design considerations for Neyman-Pearson and Wald hypothesis testing
- Simple methods for evaluating and comparing binary experiments
- On defining P-values
- The statistics of optimal decision making: exploring the relationship between signal detection theory and sequential analysis
- Adding imprecision to hypotheses: a Bayesian framework for testing practical significance in nonparametric settings
- Reliable agnostic learning
- Learning theory and epistemology
- Improved differential-linear attacks with applications to ARX ciphers
- A frequentist interpretation of probability for model-based inductive inference
- Neyman–Pearson lemma for Bayes factors
- A lack-of-fit test for generalized linear models via single-index techniques
- Permutation test for non-inferiority of the linear to the optimal combination of multiple tests
- Dynamical system identification, model selection, and model uncertainty quantification by Bayesian inference
- Exact person fit indexes for the Rasch model for arbitrary alternatives
- The Complexity of Distinguishing Distributions (Invited Talk)
- Optimization theory for n-set functions
- A nonparametric mixture approach to density and null proportion estimation in large‐scale multiple comparison problems
- Bernoulli's golden theorem in retrospect: error probabilities and trustworthy evidence
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
- Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
- Type-1 beta distribution and its connections to likelihood ratio test
- On optimality and duality for multiobjective programming problems involving generalized d-type-I and related n-set functions.
- Large-scale multiple testing: fundamental limits of false discovery rate control and compound oracle
- Application of the Time‐Dependent ROC Curves for Prognostic Accuracy with Multiple Biomarkers
- Statistical tests for fuzzy data
- Stochastic models of evidence accumulation in changing environments
- Maximum Average-Power (MAP) Tests
- Psychophysiological approach to the liar paradox: Jean Buridan's virtual entailment principle put to the test
- Sobre los principios de la inferencia estadistica
- Comparing generative models with the new physics learning machine
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