140 citations · 296 across the 14 of their papers we have counts for
6 papers · 1 filter
Pure Significance Tests for Multinomial and Binomial Distributions: the Uniform Alternative
Michael D. Perlman
A {\it pure significance test} (PST) tests a simple null hypothesis {\it without specifying an alternative hypothesis} by rejecting for {\it small} values of $f…
Estimating the Ratio of Means in a Zero-inflated Poisson Mixture Model
Michael D. Perlman
The problem of estimating the ratio of the means of a two-component Poisson mixture model is considered, when each component is subject to zero-inflation, i.e., excess zero counts.…
On the feasibility of parsimonious variable selection for Hotelling's -test
Michael D. Perlman
Hotelling's -test for the mean of a multivariate normal distribution is one of the triumphs of classical multivariate analysis. It is uniformly most powerful among invariant t…
Reverse Exchangeability and Extreme Order Statistics
Yindeng Jiang, Michael D. Perlman
For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these res…
On the structure of essential graphs for AMP chain graph models
Steen A. Andersson, Michael D. Perlman
Chain graphs (CG) use undirected and directed edges to represent both structural and associative dependences. Like acyclic directed graphs (ADGs), the CG associated with a statisti…
Multiple Testing and Error Control in Gaussian Graphical Model Selection
Mathias Drton, Michael D. Perlman
Graphical models provide a framework for exploration of multivariate dependence patterns. The connection between graph and statistical model is made by identifying the vertices of…