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作者：Yang, Cheng-Han; Cheng, Yu-Jen
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作者：Astfalck, Lachlan C.; Sykulski, Adam M.; Cripps, Edward J.
作者单位：University of Western Australia; Imperial College London
摘要：Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite-length time series, while the variance of the estimator decreases as the number of segments increases, the magnitude of the estimator's bias increases: a bias-variance trade-off ensues when setting the segment number. We address this issue by providing a novel method for debiasing...
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作者：Zhao, Haibing; Zhou, Huijuan
作者单位：Shanghai University of Finance & Economics
摘要：In the field of multiple hypothesis testing, auxiliary information can be leveraged to enhance the efficiency of test procedures. A common way to make use of auxiliary information is by weighting p-values. However, when the weights are learned from data, controlling the finite-sample false discovery rate becomes challenging, and most existing weighted procedures only guarantee false discovery rate control in an asymptotic limit. In a recent study conducted by , a novel tau-censored weighted Be...
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作者：Diaz, I; Hejazi, N. S.; Rudolph, K. E.; van Der Laan, M. J.
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作者：Ignatiadis, Nikolaos; Wang, Ruodu; Ramdas, Aaditya
作者单位：University of Chicago; University of Chicago; University of Waterloo; Carnegie Mellon University
摘要：We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights: while standard weighted multiple testing methods require the weights to deterministically add up to the number of hypotheses being tested, we show that this normalization is not required when the weights are e-values that are independent of the p-values. Such...
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作者：Jiang, Feiyu; Gao, Hanjia; Shao, Xiaofeng
作者单位：Fudan University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：We propose a novel method for testing serial independence of object-valued time series in metric spaces, which are more general than Euclidean or Hilbert spaces. The proposed method is fully nonparametric, free of tuning parameters and can capture all nonlinear pairwise dependence. The key concept used in this paper is the distance covariance in metric spaces, which is extended to the autodistance covariance for object-valued time series. Furthermore, we propose a generalized spectral density ...
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作者：Li, Guanxun; Zhang, Xianyang
作者单位：Beijing Normal University; Beijing Normal University Zhuhai; Texas A&M University System; Texas A&M University College Station
摘要：We discover a connection between the Benjamini-Hochberg procedure and the e-Benjamini-Hochberg procedure (Wang & Ramdas, 2022) with a suitably defined set of e-values. This insight extends to Storey's procedure and generalized versions of the Benjamini-Hochberg procedure and the model-free multiple testing procedure of Barber & Cand & eacute;s (2015) with a general form of rejection rules. We further summarize these findings in a unified form. These connections open up new possibilities for de...
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作者：Gabriel, Erin E.; Sachs, Michael C.; Jensen, Andreas Kryger
作者单位：University of Copenhagen
摘要：The probability of benefit can be a valuable and meaningful measure of treatment effect. Particularly for an ordinal outcome, it can have an intuitive interpretation. Unfortunately, this measure, and variations of it, are not identifiable even in randomized trials with perfect compliance. There is, for this reason, a long literature on nonparametric bounds for unidentifiable measures of benefit. These have primarily focused on perfect randomized trial settings and one or two specific estimands...
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作者：Dilernia, A. S.; Fiecas, M.; Zhang, L.
作者单位：Grand Valley State University; University of Minnesota System; University of Minnesota Twin Cities
摘要：We derive an asymptotic joint distribution and novel covariance estimator for the partial correlations of a multivariate Gaussian time series given mild regularity conditions. Using our derived asymptotic distribution, we develop a Wald confidence interval and testing procedure for inference of individual partial correlations for time series data. Through simulation we demonstrate that our proposed confidence interval attains higher coverage rates, and our testing procedure attains false posit...
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作者：Thompson, Ryan; Forbes, Catherine S.; Maceachern, Steven N.; Peruggia, Mario
作者单位：Monash University; University System of Ohio; Ohio State University
摘要：Statisticl hypotheses are translations of scientific hypotheses into statements about one or more distributions, often concerning their centre. Tests that assess statistical hypotheses of centre implicitly assume a specific centre, e.g., the mean or median. Yet, scientific hypotheses do not always specify a particular centre. This ambiguity leaves the possibility for a gap between scientific theory and statistical practice that can lead to rejection of a true null. In the face of replicability...
