This paper proposes a robustification of the test statistic of Aït-Sahalia and Jacod (2009b) for the presence of market microstructure noise in high frequency data, based on the pre-averaging method of Jacod et al. (2010). We show that the robustified statistic restores the test’s discriminating power between jumps and no jumps despite the presence of market microstructure noise in the data. © ...

Large-scale comparison of the similarities between two biological sequences is a major issue in computational biology; a fast method, the D(2) statistic, relies on the comparison of the k-tuple content for both sequences. Although it has been known for some years that the D(2) statistic is not suitable for this task, as it tends to be dominated by single-sequence noise, to date no suitable adju...

In many randomized clinical trials with repeated measures of a response variable one anticipates a linear divergence over time in the difference between treatments. This paper explores how to make an efficient choice of analysis based on individual patient summary statistics. With the objective of estimating the mean rate of treatment divergence the simplest choice of summary statistic is the r...

The statistical method in a comparative study in which the standard treatment is theoretically or practically superior to the others has been investigated for a matched-pairs design. We derived this statistical method from one based on the maximum likelihood and score methods. Here we have shown that the score test statistic is algebraically the same as the statistic from the maximum likelihood...

Current national expenditure series in the health sector focus predominantly on spending for medical services. However, as the percentage of elderly individuals grows, national policy makers will increasingly require an expenditure series which includes combined expenditure for social care as well as medical expenditures. In one country, Sweden, national policy makers have begun to relate polic...

The U-statistic elegantly and usefully generalizes the notion of a sample mean. Typical examples include (i) sample mean: h(x1, x2) = 12 (x1 + x2); (ii) sample variance: h(x1, x2) = 12 (x1 − x2); (iii) Gini’s mean difference: h(x1, x2) = |x1 − x2|; (iv) one-sample Wilcoxon’s statistic: h(x1, x2) = 1(x1 + x2 ≤ 0). The non-degenerate U-statistic shares many limiting properties with the sample mea...

BACKGROUND Agricultural tractor overturns without rollover protective structures are the leading cause of farm fatalities in the United States. To our knowledge, no studies have incorporated the spatial scan statistic in identifying high-risk areas for tractor overturns. The aim of this study was to determine whether tractor overturns cluster in certain parts of Kentucky and identify factors as...

A new approach for constructing tests for association between a random right censored life time variable and a covariate is proposed. The basic idea is to first arrange the observations in increasing order of the covariate and then base the test on a certain point process defined by the observation times. Tests constructed by this approach are robust against outliers in the covariate values or ...

This statistic has been the object of recent interest in the litterature. Using the saddle point method, we obtain from the generating function of the sum of positions of records in random permutations and Cauchy’s integral formula, asymptotic results in central and non-central regions. In the non-central region, we derive asymptotic expansions generalizing some results by Kortchemski. In the c...

BACKGROUND Many randomized trials involve measuring a continuous outcome - such as pain, body weight or blood pressure - at baseline and after treatment. In this paper, I compare four possibilities for how such trials can be analyzed: post-treatment; change between baseline and post-treatment; percentage change between baseline and post-treatment and analysis of covariance (ANCOVA) with baselin...