Testing Statistical Hypotheses
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Publication:5460728
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Cited in
(only showing first 100 items - show all)- Optimal hypothesis testing: From semi to fully Bayes factors
- A specification test for discrete choice models
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- Likelihood ratio and score burden tests for detecting disease-associated rare variants
- The sparse Poisson means model
- Contemporary frequentist views of the \(2\times 2\) binomial trial
- Community detection in sparse random networks
- Interfacing biology, category theory and mathematical statistics
- Likelihood decision functions
- A GLM approach to estimating copula models
- Randomized \(p\)-values for multiple testing of composite null hypotheses
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
- Global and local two-sample tests via regression
- Gibbs sampling, conjugate priors and coupling
- Revisiting noncentrality-based confidence intervals, error probabilities and estimation-based effect sizes
- The impact and interplay of long and short branches on phylogenetic information content
- A tutorial on statistically sound pattern discovery
- Monte Carlo null models for genomic data
- Testing for noninferiority of binomial distributions referring to a modified equivalence region with piecewise linear boundary
- Estimating common standard deviation of two normal populations with ordered means
- Effect size for comparing two or more normal distributions based on maximal contrasts in outcomes
- Polynomials for classification trees and applications
- On the Birnbaum argument for the strong likelihood principle
- Kolmogorov-Smirnov type test for generated variables
- Exact inference on multiple exponential populations under a joint type-II progressive censoring scheme
- Optimal tests for elliptical symmetry: specified and unspecified location
- Neyman's C(α) test for the shape parameter of the exponential power class
- Least-squares estimation for the subcritical Heston model based on continuous-time observations
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- The confidence density for correlation
- On the estimation of a normal precision and a normal variance ratio
- A note on type S/M errors in hypothesis testing
- On the multi-step MLE-process for ergodic diffusion
- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
- Two-sample test against one-sided alternatives
- Comparing distributions by multiple testing across quantiles or CDF values
- Multinomial goodness-of-fit based on \(U\)-statistics: high-dimensional asymptotic and minimax optimality
- A test statistic with a ranking method based on the Jeffreys divergence measure
- Estimation and inference of seller's expected revenue in first-price auctions
- Predictive ability tests with possibly overlapping models
- Bayesian sampling plan for the exponential distribution with generalized type-I hybrid censoring scheme
- Accelerated spike resampling for accurate multiple testing controls
- Testing for spatial autocorrelation: the regressors that make the power disappear
- Rényi 100, quantitative and qualitative (in)dependence
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
- On APF test for Poisson process with shift and scale parameters
- Testing multivariate scatter parameter in elliptical model based on forward search method
- Higher order accurate procedures to compare two normal populations
- Discussion about the quality of F-ratio resampling tests for comparing variances
- Strong approximations of level exceedences related to multiple hypothesis testing
- A new optimality property of the Holm step-down procedure
- Tolerance intervals for hypergeometric and negative hypergeometric variables
- Assessing relative volatility/ intermittency/energy dissipation
- Microarrays, empirical Bayes and the two-groups model
- Quantum verifiable protocol for secure modulo zero-sum randomness
- Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio
- Logical coherence in Bayesian simultaneous three-way hypothesis tests
- Multiple hypothesis testing for Poisson processes with variable change–point intensity
- State dependent correlations in the Vasicek default model
- BET on independence
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data
- On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
- Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables
- Predicting extinction or explosion in a Galton-Watson branching process with power series offspring distribution
- Warped Riemannian metrics for location-scale models
- Permutation testing for dependence in time series
- An urn model to construct an efficient test procedure for response adaptive designs
- A general characterization of optimal tie-breaker designs
- Conditional inference of Poisson models and information geometry: an ancillary review
- On uniform consistency of Neyman's type nonparametric tests
- A new test for two-sample location problem based on empirical distribution function
- Exact-Corrected Confidence Interval for Risk Difference in Noninferiority Binomial Trials
- Statistics of robust optimization: a generalized empirical likelihood approach
- Infinite diameter confidence sets in Hedges' publication bias model
- On Some Principles of Statistical Inference
- Adjusted QMLE for the spatial autoregressive parameter
- The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
- The general structure of evidence factors in observational studies
- An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
- Covariate-adjusted Fisher randomization tests for the average treatment effect
- Applications of conditional power function of two-sample permutation test
- Four simple axioms of dependence measures
- Uniformly most powerful test with two-dimensional minimal sufficient statistic
- Parametric versus nonparametrics: two alternative methodologies
- Some impossibility results for inference with cluster dependence with large clusters
- Spline density estimation and inference with model-based penalties
- Adaptive test for ergodic diffusions plus noise
- Distribution-free detection of structured anomalies: permutation and rank-based scans
- Detecting Markov random fields hidden in white noise
- A test for multivariate location parameter in elliptical model based on forward search method
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- Severity and Trustworthy Evidence: Foundational Problems versus Misuses of Frequentist Testing
- Statistical inference for the lifetime performance index based on generalised order statistics from exponential distribution
- Rank-based testing for semiparametric VAR models: a measure transportation approach
- The shortest confidence interval for Poisson mean
- Conditional calibration for false discovery rate control under dependence
- Local permutation tests for conditional independence
- Detecting mutations in mixed sample sequencing data using empirical Bayes
- A robust permutation test for subvector inference in linear regressions
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