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通过条件化提高部分合取假设检验的功效AI 解读

Summary A partial conjunction hypothesis test combines information across a set of base hypotheses to determine whether some subset is nonnull. Partial conjunction hypothesis tests arise in a diverse array of fields, but standard partial conjunction hypothesis testing methods can be highly conservative, leading to low power especially in low-signal settings commonly encountered in applications. In this paper, we introduce the conditional partial conjunction hypothesis test,…

多变量高斯时间序列偏相关系数的推断AI 解读

Abstract We derive an asymptotic joint distribution and novel covariance estimator for the partial correlations of a multivariate Gaussian time series under mild regularity conditions. Using our derived asymptotic distribution, we develop a Wald confidence interval and testing procedure for inference of individual partial correlations for time series data. Through simulation we demonstrate that our proposed confidence interval attains higher coverage rates and our testing…