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Two-sample testing is a fundamental problem in statistics, and many famous two-sample tests are designed to be fully non-parametric. These existing methods perform well with location and scale shifts but are less robust when faced with more…

Methodology · Statistics 2021-10-12 Benjamin Brown , Kai Zhang

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

The focus of this study is to evaluate the effectiveness of Machine Learning (ML) methods for two-sample testing with right-censored observations. To achieve this, we develop several ML-based methods with varying architectures and implement…

Machine Learning · Computer Science 2024-09-27 Petr Philonenko , Sergey Postovalov

Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to size distortions when standard critical values are used for…

Econometrics · Economics 2025-07-29 Giuseppe Cavaliere , Adam McCloskey , Rasmus S. Pedersen , Anders Rahbek

Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…

Methodology · Statistics 2024-12-24 Kenny Chiu , Benjamin Bloem-Reddy

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

Statistics Theory · Mathematics 2018-11-26 Holger Dette , Josua Gösmann

We present the asymptotic distribution for two-sided tests based on the profile likelihood ratio with lower and upper boundaries on the parameter of interest. This situation is relevant for branching ratios and the elements of unitary…

Data Analysis, Statistics and Probability · Physics 2012-10-26 Glen Cowan , Kyle Cranmer , Eilam Gross , Ofer Vitells

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…

Methodology · Statistics 2025-07-15 Yang Liu , Yukun Liu , Pengfei Li , Riquan Zhang

We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…

Statistics Theory · Mathematics 2007-06-13 Peter J. Bickel , Ya'acov Ritov , Thomas M. Stoker

Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…

Methodology · Statistics 2012-04-23 Silvia Bacci , Francesco Bartolucci

Quantum state tomography on a d-dimensional system demands resources that grow rapidly with d. They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix). Most model…

Quantum Physics · Physics 2018-05-22 Travis L Scholten , Robin Blume-Kohout

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Methodology · Statistics 2018-10-11 Tamara Fernández , Arthur Gretton

We present a general approach to constructing permutation tests that are both exact for the null hypothesis of equality of distributions and asymptotically correct for testing equality of parameters of distributions while allowing the…

Statistics Theory · Mathematics 2021-07-12 Colin B. Fogarty

Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…

Methodology · Statistics 2015-07-23 Cuizhen Niu , Xu Guo , Lixing Zhu

In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted $L_2$-norm. We establish the asymptotic normality of the test statistics under the null hypothesis. We…

Statistics Theory · Mathematics 2024-02-01 Jianghao Li , Zhenzhen Niu , Shizhe Hong , Zhidong Bai

We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…

Machine Learning · Statistics 2015-06-16 Kacper Chwialkowski , Aaditya Ramdas , Dino Sejdinovic , Arthur Gretton

In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…

Statistics Theory · Mathematics 2025-03-21 Shota Takeishi

Several works have been undertaken in the context of proportional reversed hazard rate (PRHR) since last few decades. But any specific statistical methodology for the PRHR hypothesis is absent in the literature. In this paper, a two-sample…

Methodology · Statistics 2022-03-24 Ruhul Ali Khan