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Tests for High Dimensional Generalized Linear Models
Generalized Linear Model Gene-Sets High Dimensional Covariate Nuisance Parameter U-statistics
2016/1/26
We consider testing regression coefficients in high dimensional generalized linear mod-els. By modifying a test statistic proposed by Goeman et al. (2011) for large but fixed dimensional settings, we ...
Tests for High Dimensional Generalized Linear Models
Generalized Linear Model Gene-Sets High Dimensional Covariate Nuisance Parameter U-statistics
2016/1/20
We consider testing regression coefficients in high dimensional generalized linear mod-els. By modifying a test statistic proposed by Goeman et al. (2011) for large but fixed dimensional settings, we ...
Tests atternative to higher criticism for high dimensional means under sparsity and column-wise dependence
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/20
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Tests for High Dimensional Regression Coeffcients with Factorial Designs
Factorial Design Gene-set test High dimensional regression
2016/1/19
We propose simultaneous tests for coefficients in high dimensional linear regression models with factorial designs. The proposed tests are designed for the “large p, small n” situations where the conv...
Reducing decision errors in the paired comparison of the diagnostic accuracy of screening tests with Gaussian outcomes
cancer screening differential verification bias area under the curve type I error power paired screening trial receiver operating characteristic analysis
2013/6/14
Scientists often use a paired comparison of the areas under the receiver operating characteristic curves to decide which continuous cancer screening test has the best diagnostic accuracy. In the paire...
On Asymptotically Distribution Free Tests with Parametric Hypothesis for Ergodic Diffusion Processes
Cramer-von Mises tests ergodic diffusion process goodness of fit test asymptotically distribution free
2013/6/14
We consider the problem of the construction of the asymptotically distribution free test by the observations of ergodic diffusion process. It is supposedd that under the basic hypothesis the trend coe...
On Asymptotically Distribution Free Tests with Parametric Hypothesis for Ergodic Diffusion Processes
Cramer-von Mises tests ergodic diffusion process goodness of fit test asymptotically distribution free
2013/6/14
We consider the problem of the construction of the asymptotically distribution free test by the observations of ergodic diffusion process. It is supposedd that under the basic hypothesis the trend coe...
The vast majority of connections between complex disease and common genetic variants were identified through meta-analysis, a powerful approach that enables large samples sizes while protecting agains...
Statistical tests for group comparison of manifold-valued data
Statistical tests group comparison manifold-valued data
2013/6/13
Motivated by population studies of Diffusion Tensor Imaging, the paper investigates the use of mean-based and dispersion-based permutation tests to define and compute the significance of a statistical...
Simple, asymptotically distribution-free, optimal tests for circular reflective symmetry about a known median direction
Circular statistics Fisher information singularity Rayleigh test for uniformity skewed distributions tests for symmetry
2013/4/28
In this paper, we propose optimal tests for circular reflective symmetry about a fixed median direction. The distributions against which optimality is achieved are the so-called k-sine-skewed distribu...
Power of Change-Point Tests for Long-Range Dependent Data
Change-point problems nonparametric change-point tests Wilcoxon two-sample rank test power of test local alternatives asymptotic relativeefficiency of tests long-range dependent data,long memory functional limit theorem
2013/4/28
We investigate the power of the CUSUM test and the Wilcoxon change-point test for a shift in the mean of a process with long-range dependent noise. We derive analytiv formulas for the power of these t...
Local powers of optimal one- and multi-sample tests for the concentration of Fisher-von Mises-Langevin distributions
concentration parameter directional statistics Fisher-von Mises-Langevin dis-tributions Le Cam’s third Lemma uniform local asymptotic normality
2013/4/27
One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin (FvML) distributions have been well studied in the literature. However, only very little is known about th...
On asymptotically optimal confidence regions and tests for high-dimensional models
asymptotically optimal confidence regions tests for high-dimensional models
2013/4/27
We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easi...
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Nuisance Parameters Post-Model-Selection Random Critical Values
2012/11/22
We point out that the ideas underlying some test procedures recently proposed for testing post-model-selection (and for some other test problems) in the econometrics literature have been around for qu...
Diagnostic Tests for Non-causal Time Series with Infinite Variance
Non-causal AR Process Infinite Variance Goodness-of-fit Portmanteau Test alpha-stabledistribution
2012/11/22
We study goodness-of-fit testing for non-causal autoregressive time series with non-Gaussian stable noise. To model time series exhibiting sharp spikes or occasional bursts of outlying observations, t...