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We propose a test of many zero parameter restrictions in a high dimensional linear iid regression model with $k$ $>>$ $n$ regressors. The test statistic is formed by estimating key parameters one at a time based on many low dimension…

Statistics Theory · Mathematics 2023-12-12 Jonathan B. Hill

A new family of nonparametric statistics, the r-statistics, is introduced. It consists of counting the number of records of the cumulative sum of the sample. The single-sample r-statistic is almost as powerful as Student's t-statistic for…

Methodology · Statistics 2015-07-14 Damien Challet

Multi-source and multi-modal datasets are increasingly common in scientific research, yet they often exhibit block-wise missingness, where entire modalities are systematically absent in some sources or no single source contains all…

Methodology · Statistics 2026-02-10 Kejian Zhang , Muxuan Liang , Robert Maile , Doudou Zhou

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse…

Statistics Theory · Mathematics 2023-11-14 Yejiong Zhu , Hao Chen

We study the sample complexity of nondeterministically testable graph parameters and improve existing bounds on it by several orders of magnitude. The technique used would be also of independent interest. We also discuss the special case of…

Data Structures and Algorithms · Computer Science 2016-08-05 Marek Karpinski , Roland Markó

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

Statistics Theory · Mathematics 2008-07-17 Konstantinos Fokianos

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…

Applications · Statistics 2008-12-18 David A. Freedman

Given $n$ observations from two balanced classes, consider the task of labeling an additional $m$ inputs that are known to all belong to \emph{one} of the two classes. Special cases of this problem are well-known: with complete knowledge of…

Machine Learning · Statistics 2023-11-27 Patrik Róbert Gerber , Tianze Jiang , Yury Polyanskiy , Rui Sun

Along the lines of Janssen's and Pfanzagl's work the testing theory for statistical functionals is further developed for non-parametric one-sample problems. Efficient tests for the one-sided and two-sided problems are derived for…

Statistics Theory · Mathematics 2013-11-11 Vladimir Ostrovski

Test statistics which are invariant under various subgroups of the orthogonal group are shown to provide tests whose powers are asymptotically equal to their level against the usual type of contiguous alternative in models where the number…

Statistics Theory · Mathematics 2016-08-23 Richard A Lockhart

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

Methodology · Statistics 2022-10-12 Jiří Dvořák , Tomáš Mrkvička

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as nonparametric two-sample tests for univariate data. This includes both continuous and discrete data. In general no…

Methodology · Statistics 2024-11-13 Wolfgang Rolke

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…

Statistics Theory · Mathematics 2024-10-07 Riccardo De Santis , Jelle J. Goeman , Samuel Davenport , Jesse Hemerik , Livio Finos

We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is conducted, which reveals that if the inverse of the link function is unbounded, the high…

Methodology · Statistics 2014-02-21 Song Xi Chen , Bin Guo

The problem of zero-rate multiterminal hypothesis testing is revisited from the perspective of information-spectrum approach and finite blocklength analysis. A Neyman-Pearson-like test is proposed and its non-asymptotic performance is…

Information Theory · Computer Science 2017-08-17 Shun Watanabe

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

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…

Statistics Theory · Mathematics 2025-07-14 Vladimir Ostrovski

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine