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In this paper, we generalize the metric-based permutation test for the equality of covariance operators proposed by Pigoli et al. (2014) to the case of multiple samples of functional data. To this end, the non-parametric combination…

Methodology · Statistics 2020-08-05 Alessandra Cabassi , Davide Pigoli , Piercesare Secchi , Patrick A. Carter

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

Methodology · Statistics 2018-05-01 Hao Chen , Xu Chen , Yi Su

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

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Sambit Panda , Joshua T. Vogelstein

In this paper, we provide a statistical testing framework to check whether a random sample splitting in a multi-dimensional space is carried out in a valid way, which could be directly applied to A/B testing and multivariate testing to…

Methodology · Statistics 2018-10-11 Jing Miao , Hongyuan Yuan , Zhenyu Yan

This work is motivated by a biological experiment with a split-plot design, for the purpose of comparison of the changing patterns in seed weight from two treatment groups as subgroups in each of the two groups subject to increasing levels…

Methodology · Statistics 2016-11-16 Yishi Wang , Ann E. Stapleton , Cuixian Chen

Meta-analysis seeks to combine the results of several experiments in order to improve the accuracy of decisions. It is common to use a test for homogeneity to determine if the results of the several experiments are sufficiently similar to…

Methodology · Statistics 2009-08-01 Elena Kulinskaya , Michael B. Dollinger , Kirsten Bjørkestøl

In this paper we propose statistical inference tools for the covariance operators of functional time series in the two sample and change point problem. In contrast to most of the literature the focus of our approach is not testing the null…

Statistics Theory · Mathematics 2020-06-15 Holger Dette , Kevin Kokot

We consider nonparametric estimation of a covariance function on the unit square, given a sample of discretely observed fragments of functional data. When each sample path is only observed on a subinterval of length $\delta<1$, one has no…

Methodology · Statistics 2018-10-05 Marie-Hélène Descary , Victor M. Panaretos

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Methodology · Statistics 2011-11-01 Mohamed Boutahar , Denys Pommeret

Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…

Data Analysis, Statistics and Probability · Physics 2010-03-02 N. D. Gagunashvili

Accurately specifying covariance structures is critical for valid inference in longitudinal and functional data analysis, particularly when data are sparsely observed. In this study, we develop a global goodness-of-fit test to assess…

Methodology · Statistics 2025-03-31 Dhrubajyoti Ghosh , Zhuolin Song , Luo Xiao , Sheng Luo

Multivariate functional data has received considerable attention but testing for equality of mean surfaces and its profile has limited progress. The existing literature has tested equality of either mean curves of univariate functional…

Methodology · Statistics 2019-03-07 Jin Yang , Tao Zhang , Chunling Liu , Kam Chuen Yuen , Aiyi Liu

We establish large sample approximations for an arbitray number of bilinear forms of the sample variance-covariance matrix of a high-dimensional vector time series using $ \ell_1$-bounded and small $\ell_2$-bounded weighting vectors.…

Probability · Mathematics 2020-09-01 Ansgar Steland , Rainer von Sachs

Pearson's Chi-square test is a widely used tool for analyzing categorical data, yet its statistical power has remained theoretically underexplored. Due to the difficulties in obtaining its power function in the usual manner, Cochran (1952)…

Methodology · Statistics 2024-09-24 Qingyang Zhang

The classic chi-squared statistic for testing goodness-of-fit has long been a cornerstone of modern statistical practice. The statistic consists of a sum in which each summand involves division by the probability associated with the…

Computation · Statistics 2015-03-17 William Perkins , Mark Tygert , Rachel Ward

Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…

Methodology · Statistics 2025-12-12 Kenny Chiu , Alex Sharp , Benjamin Bloem-Reddy

We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matrix Gaussian and matrix $t$-distribution. The test is fast to…

Statistics Theory · Mathematics 2026-01-26 Joni Virta , Takeru Matsuda

Many experiments can be interpreted in terms of random processes operating according to some internal protocols. When experiments are costly or cannot be repeated only one or a few finite samples are available. In this paper we study data…

Data Analysis, Statistics and Probability · Physics 2016-02-02 Marian Kupczynski , Hans De Raedt