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Related papers: Tests on components of density mixtures

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In this article, we study the test for independence of two random elements $X$ and $Y$ lying in an infinite dimensional space ${\cal{H}}$ (specifically, a real separable Hilbert space equipped with the inner product $\langle .,…

Statistics Theory · Mathematics 2024-10-15 Suprio Bhar , Subhra Sankar Dhar

We propose a family of tests of the validity of the assumptions underlying independent component analysis methods. The tests are formulated as L2-type procedures based on characteristic functions and involve weights; a proper choice of…

Methodology · Statistics 2024-04-12 Marc Hallin , Simos G. Meintanis , Klaus Nordhausen

Max-mixture processes are defined as Z = max(aX, (1 -- a)Y) with X an asymptotic dependent (AD) process, Y an asymptotic independent (AI) process and a $\in$ [0, 1]. So that, the mixing coefficient a may reveal the strength of the AD part…

Statistics Theory · Mathematics 2017-12-11 Abdul-Fattah Abu-Awwad , Véronique Maume-Deschamps , Ribereau Pierre

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

In this article, we consider the problem of testing the independence between two random variables. Our primary objective is to develop tests that are highly effective at detecting associations arising from explicit or implicit functional…

Methodology · Statistics 2025-02-21 Seetharaman P , Sagnik Das , Angshuman Roy

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

Statistics Theory · Mathematics 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…

Methodology · Statistics 2024-04-04 Hongfei Wang , Binghui Liu , Long Feng

Evaluating whether data streams are drawn from the same distribution is at the heart of various machine learning problems. This is particularly relevant for data generated by dynamical systems since such systems are essential for many…

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…

Methodology · Statistics 2018-03-15 Fabian Dunker , Konstantin Eckle , Katharina Proksch , Johannes Schmidt-Hieber

We study measures on the configuration spaces of two type particles. Gibbs measures on the such spaces are described. Main properties of corresponding relative energies densities and correlation functions are considered. In particular, we…

Mathematical Physics · Physics 2015-01-27 D. L. Finkelshtein

In this paper, we test whether two datasets share a common clustering structure. As a leading example, we focus on comparing clustering structures in two independent random samples from two mixtures of multivariate normal distributions.…

Statistics Theory · Mathematics 2022-11-21 Chao Gao , Zongming Ma

Based on the convex least-squares estimator, we propose two different procedures for testing convexity of a probability mass function supported on N with an unknown finite support. The procedures are shown to be asymptotically calibrated.

Statistics Theory · Mathematics 2017-01-17 Fadoua Balabdaoui , Cécile Durot , François Koladjo

We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…

Methodology · Statistics 2026-04-24 Rohan Hore , Jake A. Soloff , Rina Foygel Barber , Richard J. Samworth

In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have established the asymptotic distributions of the test statistics under…

Applications · Statistics 2024-03-13 Jianghao Li , Shizhe Hong , Zhenzhen Niu , Zhidong Bai

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions. It is shown that for every pair of uncertainty sets of the…

Statistics Theory · Mathematics 2018-04-17 Michael Fauss , Abdelhak M. Zoubir , H. Vincent Poor

The analysis of large-scale datasets, especially in biomedical contexts, frequently involves a principled screening of multiple hypotheses. The celebrated two-group model jointly models the distribution of the test statistics with mixtures…

Methodology · Statistics 2023-03-10 Francesco Denti , Stefano Peluso , Michele Guindani , Antonietta Mira

It is a common saying that testing for conditional independence, i.e., testing whether whether two random vectors $X$ and $Y$ are independent, given $Z$, is a hard statistical problem if $Z$ is a continuous random variable (or vector). In…

Statistics Theory · Mathematics 2022-03-25 Rajen D. Shah , Jonas Peters

In this paper we revisit the binary hypothesis testing problem with one-sided compression. Specifically we assume that the distribution in the null hypothesis is a mixture distribution of iid components. The distribution under the…

Information Theory · Computer Science 2022-07-07 Minh Thanh Vu

This article concerns testing for equality of distribution between groups. We focus on screening variables with shared distributional features such as common support, modes and patterns of skewness. We propose a Bayesian testing method…

Methodology · Statistics 2016-02-19 Eric F. Lock , David B. Dunson
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