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Weak Change Detection: A Review
MathematicsThis article provides a selective review of offline change-point detection methods, with a particular emphasis on weak change-points. The study of such weak changes plays a central role in establishing the asymptotic properties of test statistics ...
Fatma Aouissaoui, Joseph Ngatchou-Wandji
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One statistical test is sufficient for assessing new predictive markers
BMC Medical Research Methodology, 2011 Background We have observed that the area under the receiver operating characteristic curve (AUC) is increasingly being used to evaluate whether a novel predictor should be incorporated in a multivariable model to predict risk of disease.
Begg Colin B +2 more
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Backtesting expectile: Disentangling unconditional coverage and independence properties
Risk SciencesUnder current regulations, financial institutions are required to estimate the daily Value-at-Risk (VaR) or Expected Shortfall (ES) of their trading positions. Despite being widely studied and adopted, both risk measures have theoretical limitations: VaR
Jesus Armando de Ita Solis +3 more
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SignalsBanding the inverse of a covariance matrix has become a popular technique for estimating a covariance matrix from a limited number of samples. It is of interest to provide criteria to determine if a matrix is bandable, as well as to test the bandedness ...
Zhenghan Zhu
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Adaptive Detection of Range-distributed Targets in Weighted Generalized Inverse Gaussian Clutter
Leida xuebaoIn this paper, we investigate the adaptive detection of range-distributed targets in compound-Gaussian clutter, where the texture component follows a Weighted Generalized Inverse Gaussian (WGIG) distribution.
Zhenyu XU +6 more
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Generalised Wald Type Test of Nonlinear Restrictions
OALib, 2005 Abstract This paper proposes a generalised Wald type tests to test the hypothesis of nonlinear restrictions. We circumvent the problem of singularity of the covariance matrix associated with the usual Wald test by proposing a generalised inverse procedure, and an alternative simple procedure which can be approximated by a suitable chi-square ...
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Asymptotic Properties of the Wald-Wolfowitz Test of Randomness
The Annals of Mathematical Statistics, 1950 The paper investigates certain asymptotic properties of the test of randomness based on the statistic $R_h = \sum^n_{i=1} x_ix_{i+h}$ proposed by Wald and Wolfowitz. It is shown that the conditions given in the original paper for asymptotic normality of $R_h$ when the null hypothesis of randomness is true can be weakened considerably.
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On Wald tests for differential item functioning detection
Statistical Methods & Applications, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Anchor Selection Using the Wald Test Anchor-All-Test-All Procedure. [PDF]
Appl Psychol Meas, 2017 Wang M, Woods CM.
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Evaluation of Statistical Methods for Clustered Eye Data with Skewed Distribution
Ophthalmology SciencePurpose: To evaluate the performance of various analysis approaches for skewed correlated eye data from 2 eyes of a subject in the same comparison group, which is common in ophthalmology and vision research.
Sifan Zhang +3 more
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