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Under a multinormal distribution with arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist and Fisherian paradigms for the problems of…

Statistics Theory · Mathematics 2019-12-24 Ming-Tien Tsai

An important class of two-sample multivariate homogeneity tests is based on identifying differences between the distributions of interpoint distances. While generating distances from point clouds offers a straightforward and intuitive way…

Methodology · Statistics 2024-08-21 Annika Betken , Aljosa Marjanovic , Katharina Proksch

Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…

Methodology · Statistics 2024-05-08 M. V. Alba-Fernández , M. D. Jiménez--Gamero , F. J. Ariza-López

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Testing the homogeneity between two samples of functional data is an important task. While this is feasible for intensely measured functional data, we explain why it is challenging for sparsely measured functional data and show what can be…

Methodology · Statistics 2022-07-05 Changbo Zhu , Jane-Ling Wang

The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model time-series showing trend-like behavior, such as river run-off…

Methodology · Statistics 2011-06-08 Olaf Kouamo , Eric Moulines , François Roueff

It has been shown that for the analysis of X-ray spectra the C-statistic, contrary to the chi^2-statistic, provides unbiased estimates of the model parameters and their uncertainty ranges. However, it is often stated that the C-statistic…

High Energy Astrophysical Phenomena · Physics 2017-09-13 J. S. Kaastra

Heterogeneity is an unwanted variation when analyzing aggregated datasets from multiple sources. Though different methods have been proposed for heterogeneity adjustment, no systematic theory exists to justify these methods. In this work,…

Methodology · Statistics 2016-02-18 Jianqing Fan , Han Liu , Weichen Wang , Ziwei Zhu

Empirical phi-divergence test-statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behaviour of the classical likelihood ratio test-statistic, as well asfor model misspecification…

Methodology · Statistics 2016-01-15 Narayanaswamy Balakrishnan , Nirian Martin , Leandro Pardo

It is of importance to investigate the significance of a subset of covariates $W$ for the response $Y$ given covariates $Z$ in regression modeling. To this end, we propose a significance test for the partial mean independence problem based…

Methodology · Statistics 2024-06-06 Leheng Cai , Xu Guo , Wei Zhong

This paper considers testing linear hypotheses of a set of mean vectors with unequal covariance matrices in large dimensional setting. The problem of testing the hypothesis $H_0 : \sum_{i=1}^q \beta_i \bmu_i =\bmu_0 $ for a given vector…

Methodology · Statistics 2015-12-22 Dandan Jiang

A number of popular estimators of the between-study variance, $\tau^2$, are based on the Cochran's $Q$ statistic for testing heterogeneity in meta analysis. We introduce new point and interval estimators of $\tau^2$ for log-odds-ratio.…

Methodology · Statistics 2022-08-02 Elena Kulinskaya , David C. Hoaglin

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

Data Structures and Algorithms · Computer Science 2025-11-05 Shivam Garg , Chirag Pabbaraju , Kirankumar Shiragur , Gregory Valiant

Subjects in clinical studies that investigate paired body parts can carry a disease on either both sides (bilateral) or a single side (unilateral) of the organs. Data in such studies may consist of both bilateral and unilateral records.…

Applications · Statistics 2025-11-06 Shuyi Liang , Chang-Xing Ma

Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…

Methodology · Statistics 2018-02-21 Justin Chown , Ursula U. Müller

We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frobenius-norm-based statistic as considered in Li and Chen…

Statistics Theory · Mathematics 2025-06-10 Thomas Lam , Nina Dörnemann , Holger Dette

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

Econometrics · Economics 2026-01-27 Xuan Leng , Jiaming Mao , Yutao Sun

Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…

Methodology · Statistics 2026-02-23 Lukas Koch

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…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Quadratic discriminant analysis (QDA) is a simple method to classify a subject into two populations, and was proven to perform as well as the Bayes rule when the data dimension p is fixed. The main purpose of this paper is to examine the…

Statistics Theory · Mathematics 2018-08-31 Qing Yang , Guang Cheng