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A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

We consider the problem of detecting the presence of a submatrix with larger-than-usual values in a large data matrix. This problem was considered in (Butucea and Ingster, 2013) under a one-parameter exponential family, and one of the test…

Statistics Theory · Mathematics 2016-04-27 Ery Arias-Castro , Yuchao Liu

We consider the problem of testing whether an unknown and arbitrary set $S \subseteq \mathbb{R}^n$ (given as a black-box membership oracle) is convex, versus $\varepsilon$-far from every convex set, under the standard Gaussian distribution.…

Computational Complexity · Computer Science 2024-10-24 Xi Chen , Anindya De , Shivam Nadimpalli , Rocco A. Servedio , Erik Waingarten

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…

Statistics Theory · Mathematics 2023-04-04 Herold Dehling , Kata Vuk , Martin Wendler

We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and…

Data Structures and Algorithms · Computer Science 2025-11-17 Renato Ferreira Pinto , Cassandra Marcussen , Elchanan Mossel , Shivam Nadimpalli

The Friedman test has been extensively applied as a nonparametric alternative to the conventional F procedure for comparing treatment effects in randomized complete block designs. A chi-square distribution provides a convenient…

Methodology · Statistics 2025-03-24 Show-Li Jan , Gwowen Shieh

This paper deals with a new Bayesian approach to the two-sample problem. More specifically, let $x=(x_1,\ldots,x_{n_1})$ and $y=(y_1,\ldots,y_{n_2})$ be two independent samples coming from unknown distributions $F$ and $G$, respectively.…

Statistics Theory · Mathematics 2018-05-21 Luai Al-Labadi

There is a substantial literature on testing for the equality of the cumulative incidence functions associated with one specific cause in a competing risks setting across several populations against specific or all alternatives. In this…

Statistics Theory · Mathematics 2008-12-18 Hammou El Barmi , Subhash Kochar , Hari Mukerjee

Instead of testing solely a precise hypothesis, it is often useful to enlarge it with alternatives that are deemed to differ from it negligibly. For instance, in a bioequivalence study one might consider the hypothesis that the…

Methodology · Statistics 2024-03-12 Rodrigo F. L. Lassance , Rafael Izbicki , Rafael B. Stern

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

Two-sample hypothesis testing for large graphs is popular in cognitive science, probabilistic machine learning and artificial intelligence. While numerous methods have been proposed in the literature to address this problem, less attention…

Methodology · Statistics 2024-02-20 Xin Jin , Kit Chan , Ian Barnett , Riddhi Pratim Ghosh

This paper proposes a nonparametric test for $m$th-degree inverse stochastic dominance which is a powerful tool for ranking distribution functions according to social welfare. We construct the test based on empirical process theory. The…

Econometrics · Economics 2023-07-18 Hongyi Jiang , Zhenting Sun , Shiyun Hu

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

For $\chi^2-$tests with increasing number of cells, Cramer-von Mises tests, tests generated $\mathbb{L}_2$- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients, we find necessary and…

Statistics Theory · Mathematics 2019-09-13 Mikhail Ermakov

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is unknown. Two tests based on post-change density…

Statistics Theory · Mathematics 2023-11-28 Yuchen Liang , Venugopal V. Veeravalli

We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution.…

Statistics Theory · Mathematics 2010-07-02 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy