搜索结果: 1-11 共查到“统计预测理论 Testing”相关记录11条 . 查询时间(0.14 秒)
Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
Bias-Corrected Test Covariance Diagonality Test High Di- mensional Data
2016/1/26
In multivariate analysis, the covariance matrix associated with a set of vari-ables of interest (namely response variables) commonly contains valuable infor-mation about the dataset. When the dimensio...
Testing Covariates in High Dimensional Regression
Generalized Linear Model High Dimensional Data Hypothe- ses Testing
2016/1/25
In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically,we employ the partial covariances be...
A Residual Based Multiple Testing Procedure for Variance Changepoints
Multiple testing Admissibility Multiple change points Variance change
2016/1/19
In this paper, we approach the variance changepoints detection problem from a multiple testing setting. After proving that the standard Step-Up and Step-Down procedures are inadmissible for the standa...
Inference and testing for structural change in time series of counts model
time series of counts Poisson autoregression likelihood estimation change-point semi-parametric test
2013/6/14
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a ...
Multiple Hypotheses Testing For Variable Selection
model selection FDR Lasso Bolasso multiple hypotheses testing
2011/7/6
Many methods have been developed to estimate the set of relevant variables in a sparse linear model Y= XB+e where the dimension p of B can be much higher than the length n of Y.
Optimality of the Westfall-Young permutation procedure for multiple testing under dependence
Optimality Westfall-Young permutation procedure
2011/7/5
Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss...
Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis
Noise Hypothesis HAC Inference Automatic nonparametric tests Adaptive rate-optimality
2011/7/5
A new test is proposed for the weak white noise null hypothesis. The test is based on an automatic choice of the order for a Box-Pierce or Hong test statistic.
Testing for change in mean of heteroskedastic time series
Brownian bridge changes in mean functional central limit theorem heteroskedasticity time series
2011/3/24
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, ...
Rejoinder: Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies
Quantifying Genetic Studies Missing Information Hypothesis Testing
2011/3/23
Rejoinder to "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Comment: Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies
Quantifying Genetic Studies Missing Information Hypothesis Testing
2011/3/23
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Comment: Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies
Quantifying Genetic Studies Missing Information Hypothesis Testing
2011/3/23
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]