Related papers: Asymptotic optimality of the Westfall--Young permu…
It is conventionally believed that a permutation test should ideally use all permutations. If this is computationally unaffordable, it is believed one should use the largest affordable Monte Carlo sample or (algebraic) subgroup of…
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…
We present a novel algorithm, Westfall-Young light, for detecting patterns, such as itemsets and subgraphs, which are statistically significantly enriched in one of two classes. Our method corrects rigorously for multiple hypothesis testing…
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
In qualitative statistics, permutation tests are very popular, mainly because of their finite-sample exactness under exchangeability. However, in non-exchangeable settings, the covariance structure of permuted statistics typically differs…
Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…
In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
We study a structured permutation scheme for two-sample testing that restricts permutations to single cross-swaps between block-selected representatives. Our analysis yields three main results. First, we provide an exact validity…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
In many applied sciences a popular analysis strategy for high-dimensional data is to fit many multivariate generalized linear models in parallel. This paper presents a novel approach to address the resulting multiple testing problem by…
Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…
In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
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…
This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the…
We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables $X$ and $Y$ given a random variable $Z$.…
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…
It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…
In this paper, we investigate local permutation tests for testing conditional independence between two random vectors $X$ and $Y$ given $Z$. The local permutation test determines the significance of a test statistic by locally shuffling…