Related papers: A criterion for hypothesis testing for stationary …
We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…
We prove an ergodic theorem for the rotation number of the composition of a sequence os stationary random homeomorphisms in $S^{1}$. In particular, the concept of rotation number of a matrix $g\in Gl^{+}(2,{\R})$ can be generalized to a…
In order to estimate causal effects in a randomized experiment where spillovers are suspected to occur, analysts must posit a model of interference. The most popular class of interference models are those based on exposure mappings. In…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" R\'enyi divergence, we derive novel non-asymptotic bounds…
We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb{L}^2$ norm over classical Besov bodies and weak Besov…
Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the…
There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and…
Let $(X_{\underline{\ell}})_{\underline{\ell} \in \mathbb Z^d}$ be a real random field (r.f.) indexed by $\mathbb Z^d$ with common probability distribution function $F$. Let $(z_k)_{k=0}^\infty$ be a sequence in $\mathbb Z^d$. The empirical…
We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…
We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…
Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…
We consider the goodness of fit testing problem for ergodic diffusion processes. The basic hypothesis is supposed to be simple. The diffusion coefficient is known and the alternatives are described by the different trend coefficients. We…
Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…
The literature on dynamic discrete games often assumes that the conditional choice probabilities and the state transition probabilities are homogeneous across markets and over time. We refer to this as the "homogeneity assumption" in…
P-hacking poses challenges to traditional hypothesis testing. In this paper, we propose a robust method for the one-sample significance test that can protect against p-hacking from sample manipulation. Precisely, assuming a sequential…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
Large-scale simultaneous hypothesis testing appears in many areas such as microarray studies, genome-wide association studies, brain imaging, disease mapping and astronomical surveys. A well-known inference method is to control the false…
This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…
In group testing, the task is to identify defective items by testing groups of them together using as few tests as possible. We consider the setting where each item is defective with a constant probability $\alpha$, independent of all other…