Cover Image

Statistical significance revisited

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Tormählen, Maike, Klinkova, Galiya, Grabinski, Michael
Format:	Preprint
Published:	2021
Subjects:	Methodology Statistical Finance Applications 62Dxx G.3
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A new measure of risk using Fourier analysis
by: Grabinski, Michael, et al.
Published: (2024)

Depth for samples of sets with applications to testing equality in distribution of two samples of random sets
by: Đogaš, Vesna Gotovac
Published: (2024)

Graphical criteria for the identification of marginal causal effects in continuous-time survival and event-history analyses
by: Røysland, Kjetil, et al.
Published: (2022)

Differentially Private Confidence Intervals for Proportions under Stratified Random Sampling
by: Lin, Shurong, et al.
Published: (2023)

Heritability: A Counterfactual Perspective
by: Lei, Haochen, et al.
Published: (2026)

Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing
by: Brauer, Alexej, et al.
Published: (2025)

Tweedie-based nonparametric estimation for semicontinuous mixed densities
by: Lyu, Guanjie, et al.
Published: (2026)

On the two-step hybrid design for augmenting randomized trials using real-world data
by: Xu, Jiapeng, et al.
Published: (2025)

On the Dirichlet-kernel Gasser--Müller estimator and its competitors for fixed design regression on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
by: Genest, Christian, et al.
Published: (2024)

Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)

Selection and Collider Restriction Bias Due to Predictor Availability in Prognostic Models
by: Delord, Marc
Published: (2026)

Insights into Tail-Based and Order Statistics
by: Almani, Hamidreza Maleki
Published: (2025)

Nonparametric Test for Volatility in Clustered Multiple Time Series
by: Barrios, Erniel B., et al.
Published: (2021)

Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond
by: Wells, Lennie, et al.
Published: (2024)

Bayes factors for accelerated life testing models
by: Smit, Neill, et al.
Published: (2021)

Propagating moments in probabilistic graphical models with polynomial regression forms for decision support systems
by: Volodina, Victoria, et al.
Published: (2023)

Classification of multiple segmented profiles, application to the study of the neuronal protein Tau
by: Brault, Vincent, et al.
Published: (2025)

Post-selection Inference in Multiverse Analysis (PIMA): an inferential framework based on the sign flipping score test
by: Girardi, Paolo, et al.
Published: (2022)

Nonparametric Inference on Dose-Response Curves Without the Positivity Condition
by: Zhang, Yikun, et al.
Published: (2024)

A statistical framework for planning and analysing test-retest studies for repeatability of quantitative biomarker measurements
by: Danzer, Moritz Fabian, et al.
Published: (2023)

New financial ratios based on the compositional data methodology
by: Linares-Mustarós, Salvador, et al.
Published: (2022)

Highest Posterior Density Intervals of Unimodal Distributions As Analogues to Profile Likelihood Ratio Confidence Intervals
by: Venu, A. X.
Published: (2024)

A new adaptive local polynomial density estimation procedure on complicated domains
by: Bertin, Karine, et al.
Published: (2023)

Left-truncated discrete lifespans: The AFiD enterprise panel
by: Scholz, Eric, et al.
Published: (2024)

How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck Process
by: Abdelrazeq, Ibrahim, et al.
Published: (2025)

Characterization based Goodness-of-Fit for Generalized Pareto Distribution: A Blend of Stein's Identity and Dynamic Survival Extropy
by: Kandpal, Gaurav, et al.
Published: (2025)

Bayesian Testing Of Granger Causality In Functional Time Series
by: Sen, Rituparna, et al.
Published: (2021)

Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
by: Franzolini, Beatrice, et al.
Published: (2022)

Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles
by: Li, Shaobo, et al.
Published: (2025)

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention
by: Katz, Harrison
Published: (2026)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

On lead-lag estimation of non-synchronously observed point processes
by: Shiotani, Takaaki, et al.
Published: (2026)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

Dynamic Bayesian Networks with Conditional Dynamics in Edge Addition and Deletion
by: Chan, Lupe S. H., et al.
Published: (2024)

Graphical copula GARCH modeling with dynamic conditional dependence
by: Chan, Lupe Shun Hin, et al.
Published: (2024)

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by: van der Spek, Rutger, et al.
Published: (2022)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)

TSSS: A Novel Triangulated Spherical Spline Smoothing for Surface-based Data
by: Gu, Zhiling, et al.
Published: (2024)

Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
by: Garcin, Matthieu, et al.
Published: (2025)