Search Results - subject_exact:"Statistical theory"

Precise asymptotics for the norm of large random rectangular Toeplitz matrices

Onatski, Alexei - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655592

Testing the normality assumption in an ordered probit model using an artificial regression : some results for the LM-test

Wilde, Joachim; Forstinger, Sarah - 2026

The key assumption of normally distributed error terms is usually not tested in empirical practice when using ordered probit models. Therefore, an artificial regression version of the LM test against the class of Pearson distributions is derived that can be implemented more easily than the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615792

On local overidentification and efficiency gains in modern causal inference and data combination

Chen, Xiaohong; Xie, Haitian - 2026 - Revised version: March 1, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616461

Fine-Scale Spatial Disaggregation of Statistical Data via Graph Neural Networks

Lee, Kamwoo; Blankespoor, Brian; Newhouse, David - 2026

Fine-grained spatial data are critical for informed decision-making in domains ranging from economic planning to environmental management. However, many statistics are only available for coarse administrative units, necessitating techniques for fine-scale spatial disaggregation. This paper...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641144

SLIM: stochastic learning and inference in overidentified models

Chen, Xiaohong; Kim, Min Seong; Lee, Sokbae; Seo, Myung Hwan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616937

Local overidentification and efficiency gains in modern causal inference and data combination

Chen, Xiaohong; Xie, Haitian - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616984

Ratio bias across cultures and disciplines : how academic background shapes statistical decision-making

Baumeister, Jochen; Streicher, Bernhard; Lermer, Eva - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372165

A test of the efficiency of a given portfolio in high dimensions

Chernov, Mikhail; Kelly, Bryan T.; Malamud, Semyon; … - 2025 - This version: March 13, 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358006

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A test of the efficiency of a given portfolio in high dimensions

Chernov, Mikhail; Kelly, Bryan T.; Malamud, Semyon; … - 2025

Book / Working Paper

Accurate estimates of ultimate 100-meter records

Einmahl, John H. J.; He, Yi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199677

Promoting statistical methods to engineers and economists : Walter Andrew Shewhart and statistical quality control

Gradoz, Julien - 2025 - Updated March 2025

Walter Andrew Shewhart is regarded as the founder of Statistical Quality Control (SQC), an approach to production inspection based on the application of statistical theory. He developed SQC in the 1920s while working at Bell Telephone Laboratories. During this period, he was tasked with training...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015387079

Linear regression with weak exogeneity

Mikusheva, Anna; Sølvsten, Mikkel - 2025

This paper studies linear time‐series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structural error to have zero conditional expectation given present and past regressor values, allowing errors to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015423082

Bayesian outlier detection for matrix-variate models

Billio, Monica; Casarin, Roberto; Corradin, Fausto; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015464353

Order statistics as finite mixtures

Espín-Sánchez, José-Antonio; Hodgson, Charles; … - 2025

We propose a new way to obtain identification results using order statistics as finite mixtures with two key properties: i) the weights are known integer numbers; and ii) the elements of the mixture are the distributions of the maximum over a subset of the original random variables. We leverage...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448081

Bayesian bi-level sparse group regressions for macroeconomic density forecasting

Mogliani, Matteo; Simoni, Anna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015455139

ICS for complex data with application to outlier detection for density data objects

Mondon, Camille; Trinh Thi Huong; Ruiz-Gazen, Anne; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015405578

De-emphasizing statistical significance

Mitton, Todd - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015435588

Media stars : statistical significance and research Iimpact

Brodeur, Abel; Cook, Nikolai; Heyes, Anthony; Wright, Taylor - 2025

How efficiently do scientific results make their way into the wider world? Applying multiple methods to the universe of hypothesis tests reported in three leading health journals between 2016 and 2022 we evidence the important role of statistical significance as a driver of popular attention to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437531

Media stars : statistical significance and research impact

Brodeur, Abel; Cook, Nikolai; Heyes, Anthony; Wright, Taylor - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437884

Updating simulated multi-attribute orebody models using high-order statistics considering production data of multiple support scales

Findlay, Liam; Dimitrakopoulos, Roussos - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458497

Statistical proxy based mean-reverting portfolios with sparsity and volatility constraints

Mousavi, Ahmad; Michilidis, George - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459091

Determination of representative values from derived values for verification with limit states with EN 1997 : guidelines for the application of the 2nd generation of Eurocode 7 : geotechnical design

Orr, Trevor; Sorgatz, Julia; Estaire, Jose; Prästings, … - 2025

This document summarizes the global process of designing geotechnical structures, as given in the 2nd Generation EN 1997, and highlights the step where the designer must determine representative values for limit state verifications based on ground investigation data. This guideline explains the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015429077

Multivariate two-sample permutation test with directional alternative for categorical data

Bonnini, Stefano; Borghesi, Michela - 2025

This paper presents a distribution-free test, based on the permutation approach, on treatment effects with a multivariate categorical response variable. The motivating example is a typical case-control biomedical study, performed to investigate the effect of the treatment called "assisted motor...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015506715

Normality tests for transformed large measured data : a comprehensive analysis

Feyo Bantu, Abu; Kozyra, Andrzej; Wiora, Józef - 2025

In statistical analysis, evaluating the normality of large datasets is crucial for validating parametric tests, particularly in areas such as Global Navigation Satellite System (GNSS) measurements, where data often exhibit non-normal characteristics resulting from their variability and errors....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015506716

Codemantra Expert.api Testing (Journal) -002

Persaud, Avinash - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612905

On a new goodness-of-fit test for multivariate normality with fixed parameters based on the David-Hellwig test idea

Kończak, Grzegorz - 2025

The article presents a proposal for a goodness-of-fit test for multivariate normality. The idea of the test is based on the empty cells test, which is well known in the literature. In the empty cells test, the area of the random variable's variability is divided into m disjoint cells. Assuming...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596304

A Bayesian approach to the Machina paradox

Joffily, Mateus; Van de Laar, Thijs - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551115

Reconstruction of a regression line from specifically censored data

Willenborg, Leon - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554864

Extending approximate bayesian computation to non-linear regression models : the case of composite distributions

Aminzadeh, Mostafa S.; Deng, Min - 2025

Modeling loss data is a crucial aspect of actuarial science. In the insurance industry, small claims occur frequently, while large claims are rare. Traditional heavy-tail distributions, such as Weibull, Log-Normal, and Inverse Gaussian distributions, are not suitable for describing insurance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556022

Exogeneity tests and weak identification in IV regressions : asymptotic theory and point estimation

Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556412

Score-type tests for normal mixtures

Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556437

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Score-type tests for normal mixtures

Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - 2023

Book / Working Paper

Score-type tests for normal mixtures

Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - 2022

Book / Working Paper

Mostly harmless econometrics? : statistical paradigms in the "Top Five" from 2000 to 2018

Engler, John-Oliver; Beeck, Julius J.; Wehrden, Henrik von - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015519649

A statistical framework for descriptive analytics of inflation-adjusted income disparities

Mallak Ahmad Mohammad Al Hourani; Shamsul Rijal … - 2025

Traditional income distribution models, such as the classical lognormal, often fail to capture upper-tail behavior, a limitation that becomes more evident during periods of inflation and structural economic change. These weaknesses can lead to an underestimation of top-income concentration and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015586700

Frailty model and dependence structure for bivariate survival data

Idiou, Nesrine; Benatia, Fatah; Mesbah, Mounir - 2025

Copulas and their uses in statistics, namely biostatistics, are a relatively new field of research. When modeling the dependence structure between a vector random variable's joint distribution and marginal distributions, copulas are crucial. In this article, we discuss recent research on this...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015580525

Partial identification of heteroskedastic structural vector autoregressions : theory and Bayesian inference

Lütkepohl, Helmut; Shang, Fei; Uzeda, Luis; Woźniak, … - 2025 - Last updated: May 9, 2025

We consider structural vector autoregressions that are identified through stochastic volatility. Our analysis focuses on whether a particular structural shock can be identified through heteroskedasticity without imposing any sign or exclusion restrictions. Three contributions emerge from our...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015607273

Hypothesis testing on invariant subspaces of non-symmetric matrices with applications to network statistics

Simons, Jérôme R. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643145

Risk and optimal policies in bandit experiments

Adusumilli, Karun - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015475225

Ein Blick mit Open Data auf kleinräumige Wahldaten in Dresden : Weltstatistiktag 2025 - Daten für alle

Lehmann, Klara - 2025

Open-Data-Portale ermöglichen zunehmend qualitativ hochwertige, kleinräumige Analysen auf frei zugänglichen Datengrundlagen. Am Beispiel der Bundestagswahl 2025 und mithilfe des Open-Data-Portals der Landeshauptstadt Dresden werden die Urnen- und Briefwahlbeteiligung in den Dresdner...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015475230

Location characteristics of conditional selective confidence intervals via polyhedral methods

Dzemski, Andreas; Okui, Ryo; Wang, Wenjie - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015476825

Least trimmed squares : cointegration and outliers

Berenguer-Rico, Vanessa; Nielsen, Bent - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015575753

Coarsened Bayesian VARs : correcting BVARs for incorrect specification

Huber, Florian; Marcellino, Massimiliano; Scheckel, Tobias - 2025

Model misspecification in multivariate econometric models can strongly influence estimates of quantities of interest such as structural parameters, forecast distributions or responses to structural shocks, even more so if higher-order forecasts or responses are considered, due to parameter...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015532439

Shapley curves : a smoothing perspective

Miftachov, Ratmir; Keilbar, Georg; Härdle, Wolfgang - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534140

A heteroscedasticity-robust overidentifying restriction test with high-dimensional covariates

Fan, Qingliang; Guo, Zijian; Mei, Ziwei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534249

Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions

Hwang, Jungbin; Sun, Yixiao - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015183163

Nonparametric uniform inference in binary classification and policy values

Liu, Nan; Liu, Yanbo; Sasaki, Yuya; Wan, Yuanyuan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015558455

Statistics and stories : experimental evidence on HIV testing in Ghana

Adam, Salamatu Nanna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561142

Empirical guidance : data processing and analysis with applications in Stata, R, and Python

Ouellet, Melissa; Toffel, Michael W. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015061778

Statistical early warning models with applications

Harlaar, Lucas P.; Commandeur, Jacques Jean François; … - 2024

This paper investigates the feasibility of using earlier provisional data to improve the now- and forecasting accuracy of final and official statistics. We propose the use of a multivariate structural time series model which includes common trends and seasonal components to combine official...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015062979

Posterior manifolds over prior parameter regions : beyond pointwise sensitivity assessments for posterior statistics from MCMC inference

Jacobi, Liana; Kwok, Chun Fung; Ramírez Hassan, Andrés; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014631952

How and why alpha should depend on sample size : a Bayesian-frequentist compromise for significance testing

Wulff, Jesper Nydam; Taylor, Luke - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014632880

Non-parametric identification and testing of quantal response equilibrium

Hoelzemann, Johannes; Webb, Ryan; Xie, Erhao - 2024 - Last updated: June 17, 2024

We study the falsifiability and identification of Quantal Response Equilibrium (QRE) when each player's utility and error distribution are relaxed to be unknown non-parametric functions. Using variations of players' choices across a series of games, we first show that both the utility function...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014563000