Empirical $$L^2$$L2-distance test statistics for ergodic diffusions
Sign Up to like & getrecommendations! Published in 2018 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-018-9176-x
Abstract: The aim of this paper is to introduce a new type of test statistic for simple null hypothesis on one-dimensional ergodic diffusion processes sampled at discrete times. We deal with a quasi-likelihood approach for stochastic… read more here.
Keywords: distance test; test statistic; test statistics; empirical distance ... See more keywords
Measuring changes in credit risk: The case of CDS event studies
Sign Up to like & getrecommendations! Published in 2021 at "Global Finance Journal"
DOI: 10.1016/j.gfj.2021.100647
Abstract: Abstract This paper examines the size and power of test statistics designed to detect abnormal changes in credit risk as measured by credit default swap (CDS) spreads. We follow a simulation approach to examine the… read more here.
Keywords: changes credit; test statistics; event; credit risk ... See more keywords
Adaptive testing method for ergodic diffusion processes based on high frequency data
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2021.08.004
Abstract: We consider parametric tests for multidimensional ergodic diffusions based on high frequency data. We propose two-step testing method for diffusion parameters and drift parameters. To construct test statistics of the tests, we utilize the adaptive… read more here.
Keywords: based high; high frequency; testing method; frequency data ... See more keywords
Robust LM tests for spatial dynamic panel data models
Sign Up to like & getrecommendations! Published in 2019 at "Regional Science and Urban Economics"
DOI: 10.1016/j.regsciurbeco.2018.08.001
Abstract: Abstract In this study, we introduce adjusted Rao's score test statistics (Lagrange multiplier (LM) tests) for a spatial dynamic panel data (SDPD) model that includes a contemporaneous spatial lag, a time lag and a spatial-time… read more here.
Keywords: time; test; test statistics; spatial dynamic ... See more keywords
Robust Wald-type test statistics based on minimum C-divergence estimators
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1783665
Abstract: ABSTRACT Maji et al. [Robust statistical inference based on the C-divergence family. Ann Inst Stat Math. 2019;71:1289–1322] introduced the minimum C-divergence estimators and plugging them in the C-divergence measures give test statistics for testing simple… read more here.
Keywords: divergence estimators; test statistics; test; wald type ... See more keywords
Non-parametric tests for the tail equivalence via empirical likelihood
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2016.1242736
Abstract: ABSTRACT In this paper, the problem of whether the left tail and the right tail of a distribution share the same extreme value index (EVI) is addressed and we propose two different test statistics. The… read more here.
Keywords: test statistic; likelihood; empirical likelihood; test statistics ... See more keywords
Transferring entropy to the realm of GxG interactions
Sign Up to like & getrecommendations! Published in 2018 at "Briefings in Bioinformatics"
DOI: 10.1093/bib/bbw086
Abstract: Abstract Genome-wide association studies are moving to genome-wide interaction studies, as the genetic background of many diseases appears to be more complex than previously supposed. Thus, many statistical approaches have been proposed to detect gene–gene… read more here.
Keywords: transferring entropy; realm gxg; entropy realm; entropy based ... See more keywords
Goodness-of-fit tests for a logistic regression model with missing covariates.
Sign Up to like & getrecommendations! Published in 2022 at "Statistical methods in medical research"
DOI: 10.1177/09622802221079350
Abstract: Model checking for logistic regression with covariates missing at random is considered. Based on the ideas of Copas (1989) and Osius and Rojek (1992) and studies of Homser et al. (1997), proposed are the two-type… read more here.
Keywords: fit tests; logistic regression; goodness fit; model ... See more keywords
Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Psychology"
DOI: 10.3389/fpsyg.2022.899165
Abstract: Within the framework of constrained statistical inference, we can test informative hypotheses, in which, for example, regression coefficients are constrained to have a certain direction or be in a specific order. A large amount of… read more here.
Keywords: regression; constrained statistical; test; test statistics ... See more keywords
Robust Test Statistics Based on Restricted Minimum Rényi’s Pseudodistance Estimators
Sign Up to like & getrecommendations! Published in 2022 at "Entropy"
DOI: 10.3390/e24050616
Abstract: The Rao’s score, Wald and likelihood ratio tests are the most common procedures for testing hypotheses in parametric models. None of the three test statistics is uniformly superior to the other two in relation with… read more here.
Keywords: restricted minimum; minimum nyi; pseudodistance estimators; test statistics ... See more keywords