Related papers: Testing Consistency of Two Histograms
We consider the problem of testing whether a correlation matrix of a multivariate normal population is the identity matrix. We focus on sparse classes of alternatives where only a few entries are nonzero and, in fact, positive. We derive a…
Testing for normality is a widely used procedure in statistics and data analysis, often applied prior to employing methods that rely on the assumption of normally distributed data. While several existing tests target distributional…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
Graph-based tests are a class of non-parametric two-sample tests useful for analyzing high-dimensional data. The test statistics are constructed from similarity graphs (such as K-minimum spanning tree), and consequently, their performance…
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…
An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…
Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…
We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…
We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…
A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…
Contemporary statistical publications rely on simulation to evaluate performance of new methods and compare them with established methods. In the context of meta-analysis of log-odds-ratios, we investigate how the ways in which simulations…
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
We investigate the problem of identity testing for multidimensional histogram distributions. A distribution $p: D \rightarrow \mathbb{R}_+$, where $D \subseteq \mathbb{R}^d$, is called a $k$-histogram if there exists a partition of the…
In this paper, we investigate the problem of assessing statistical methods and effectively summarizing results from simulations. Specifically, we consider problems of the type where multiple methods are compared on a reasonably large test…
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…