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A recently developed variational resummation technique incorporating renormalization group properties has been shown to solve the scale dependence problem that plagues the evaluation of thermodynamical quantities, e.g., within the framework…
We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…
Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…
We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals. The tool applies the Cauchy combination test…
This paper studies the asymptotic power of tests of sphericity against perturbations in a single unknown direction as both the dimensionality of the data and the number of observations go to infinity. We establish the convergence, under the…
We investigate the likelihood ratio test for a large block-diagonal covariance matrix with an increasing number of blocks under the null hypothesis. While so far the likelihood ratio statistic has only been studied for normal populations,…
The theocratical properties of the power of the conventional testing hypotheses and the selection bias are usually unknown under covariate-adaptive randomized clinical trials. In the literature, most studies are based on simulations. In…
We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The…
We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…
We consider the group testing problem, in the case where the items are defective independently but with non-constant probability. We introduce and analyse an algorithm to solve this problem by grouping items together appropriately. We give…
The theory of testing statistical functionals is developed for non-parametric two-sample problems. For differentiable real-valued statistical functionals, some tests for the one-sided and two-sided cases are proposed and studied. The…
The research described in this paper is motivated by model checking for parametric single-index models with diverging number of predictors. To construct a test statistic, we first study the asymptotic property of the estimators of involved…
This paper studies alpha testing in a high-dimensional conditional time-varying factor model with temporally dependent observations. Both factor loadings and alpha processes are allowed to vary smoothly over time, and the cross-sectional…
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…
There is a growing interest in the implementation of platform trials, which provide the flexibility to incorporate new treatment arms during the trial and the ability to halt treatments early based on lack of benefit or observed…
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a…
In recent years many procedures have been proposed to check the anisotropy of a dataset. We present a new simple procedure, based on a scale dependent approach, to detect anisotropy signatures in a given distribution with particular…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…