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...

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....

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

The Bayesian approach to data analysis is useful when the variables considered are already subjective or abstract, as is the case with online consumer reviews and ratings in tourism research. The Bayesian framework provides a method for combining observed data from prominent e-commerce platforms...

The European Dactyloscopy Database (Eurodac) is the large-scale IT system used in the EU for managing asylum applications within the EU+2, as illustrated in Figure 1. The system allows fingerprint comparison and storage, and therefore supports the effective implementation of Regulation (EU) No...

An asymptotic hypothesis test for value-at-risk subadditivity is introduced and studied. The test is derived based on an equivalent formulation of the value-at-risk subadditivity inequality in terms of the distribution of the underlying risks' sum. Its size is considered mathematically, and its...

This paper summarizes and assesses several of the most popular methods to seasonally adjust weekly data. The industry standard approach, known as X-13ARIMA-SEATS, is suitable only for monthly or quarterly data. Given the increased availability and promise of non-traditional data at higher...

In this paper, I develop a population-based Markov chain Monte Carlo (MCMC) algorithm known as parallel tempering to estimate dynamic stochastic general equilibrium (DSGE) models. Parallel tempering approximates the posterior distribution of interest using a family of Markov chains with tempered...

Labor economists increasingly work in empirical contexts with large numbers of unit-specific parameters. These settings include a growing number of value-added studies measuring causal effects of individual units like firms, managers, neighborhoods, teachers, schools, doctors, hospitals, police...