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111.
112.
Zdeněk Hlávka Marie Hušková Claudia Kirch Simos G. Meintanis 《Econometric Reviews》2017,36(4):468-492
We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included. 相似文献
113.
For ethical reasons, group sequential trials were introduced to allow trials to stop early in the event of extreme results. Endpoints in such trials are usually mortality or irreversible morbidity. For a given endpoint, the norm is to use a single test statistic and to use that same statistic for each analysis. This approach is risky because the test statistic has to be specified before the study is unblinded, and there is loss in power if the assumptions that ensure optimality for each analysis are not met. To minimize the risk of moderate to substantial loss in power due to a suboptimal choice of a statistic, a robust method was developed for nonsequential trials. The concept is analogous to diversification of financial investments to minimize risk. The method is based on combining P values from multiple test statistics for formal inference while controlling the type I error rate at its designated value.This article evaluates the performance of 2 P value combining methods for group sequential trials. The emphasis is on time to event trials although results from less complex trials are also included. The gain or loss in power with the combination method relative to a single statistic is asymmetric in its favor. Depending on the power of each individual test, the combination method can give more power than any single test or give power that is closer to the test with the most power. The versatility of the method is that it can combine P values from different test statistics for analysis at different times. The robustness of results suggests that inference from group sequential trials can be strengthened with the use of combined tests. 相似文献
114.
In this paper we provide three nonparametric tests of independence between continuous random variables based on the Bernstein copula distribution function and the Bernstein copula density function. The first test is constructed based on a Cramér-von Mises divergence-type functional based on the empirical Bernstein copula process. The two other tests are based on the Bernstein copula density and use Cramér-von Mises and Kullback–Leibler divergence-type functionals, respectively. Furthermore, we study the asymptotic null distribution of each of these test statistics. Finally, we consider a Monte Carlo experiment to investigate the performance of our tests. In particular we examine their size and power which we compare with those of the classical nonparametric tests that are based on the empirical distribution function. 相似文献
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116.
Guangyu Mao 《统计学通讯:理论与方法》2017,46(20):10036-10050
This article develops a new test based on Spearman’s rank correlation coefficients for total independence in high dimensions. The test is robust to the non normality and heavy tails of the data, which is a merit that is not shared by the existing tests in literature. Simulation results suggest that the new test performs well under several typical null and alternative hypotheses. Besides, we employ a real data set to illustrate the use of the new test. 相似文献
117.
We propose a measure for interaction for factorial designs that is formulated in terms of a probability similar to the effect size of the Mann–Whitney test. It is shown how asymptotic confidence intervals can be obtained for the effect size and how a statistical test can be constructed. We further show how the test is related to the test proposed by Bhapkar and Gore [Sankhya A, 36:261–272 (1974)]. The results of a simulation study indicate that the test has good power properties and illustrate when the asymptotic approximations are adequate. The effect size is demonstrated on an example dataset. 相似文献
118.
In this paper, the classical statistical test based on intuitionistic fuzzy hypotheses in relation to the underlying population parametric is extended. In this approach, the type-I, type-II, power of test, and p-value are extended for intuitionistic fuzzy hypotheses. Throughout the paper, some applied examples are provided for both parametric and non parametric cases to clarify the discussions. 相似文献
119.
J. A. Roldán-Nofuentes R. M. Amro 《Journal of Statistical Computation and Simulation》2017,87(3):530-545
Case–control design to assess the accuracy of a binary diagnostic test (BDT) is very frequent in clinical practice. This design consists of applying the diagnostic test to all of the individuals in a sample of those who have the disease and in another sample of those who do not have the disease. The sensitivity of the diagnostic test is estimated from the case sample and the specificity is estimated from the control sample. Another parameter which is used to assess the performance of a BDT is the weighted kappa coefficient. The weighted kappa coefficient depends on the sensitivity and specificity of the diagnostic test, on the disease prevalence and on the weighting index. In this article, confidence intervals are studied for the weighted kappa coefficient subject to a case–control design and a method is proposed to calculate the sample sizes to estimate this parameter. The results obtained were applied to a real example. 相似文献
120.