1,300 research outputs found
A maximum-mean-discrepancy goodness-of-fit test for censored data
We introduce a kernel-based goodness-of-fit test for censored data, where
observations may be missing in random time intervals: a common occurrence in
clinical trials and industrial life-testing. The test statistic is
straightforward to compute, as is the test threshold, and we establish
consistency under the null. Unlike earlier approaches such as the Log-rank
test, we make no assumptions as to how the data distribution might differ from
the null, and our test has power against a very rich class of alternatives. In
experiments, our test outperforms competing approaches for periodic and Weibull
hazard functions (where risks are time dependent), and does not show the
failure modes of tests that rely on user-defined features. Moreover, in cases
where classical tests are provably most powerful, our test performs almost as
well, while being more general
A Kernel Independence Test for Random Processes
A new non parametric approach to the problem of testing the independence of
two random process is developed. The test statistic is the Hilbert Schmidt
Independence Criterion (HSIC), which was used previously in testing
independence for i.i.d pairs of variables. The asymptotic behaviour of HSIC is
established when computed from samples drawn from random processes. It is shown
that earlier bootstrap procedures which worked in the i.i.d. case will fail for
random processes, and an alternative consistent estimate of the p-values is
proposed. Tests on artificial data and real-world Forex data indicate that the
new test procedure discovers dependence which is missed by linear approaches,
while the earlier bootstrap procedure returns an elevated number of false
positives. The code is available online:
https://github.com/kacperChwialkowski/HSIC .Comment: In Proceedings of The 31st International Conference on Machine
Learnin
Firm size and export performance: some empirical evidence
This paper uses firm level data collected by the Australian Bureau of Statistics in its Business Longitudinal Survey to help fill the information gap about the characteristics of successful exporters. This study suggests that the main influences on export performance of Australian manufacturing firms may lie with a range of ‘firm-specific’ factors other than size or domestic market share. These potentially include: kind of activity, product design and quality, marketing expertise and the motivation of management.firm size - exports - performance - business - company - exporters
Land degradation: links to agricultural output and profitability
To understand land degradation and assess policy responses, knowledge is needed of the bio-physical causes, the economic effects on farms and the incentives farmers face to avoid or ameliorate the degradation. An empirical study of land degradation in the Australian state of New South Wales is presented in this article. The results suggest that there are incentives for farmers to co-exist with certain forms of degradation, while there are also incentives to avoid some other forms.Land Economics/Use,
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