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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…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Methodology · Statistics 2014-11-05 Dennis Wei

Recent empirical and theoretical analyses of several commonly used prediction procedures reveal a peculiar risk behavior in high dimensions, referred to as double/multiple descent, in which the asymptotic risk is a non-monotonic function of…

Statistics Theory · Mathematics 2022-05-26 Pratik Patil , Arun Kumar Kuchibhotla , Yuting Wei , Alessandro Rinaldo

In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…

Statistics Theory · Mathematics 2015-06-03 Carsten Jentsch , Markus Pauly

We investigate how the training curve of isotropic kernel methods depends on the symmetry of the task to be learned, in several settings. (i) We consider a regression task, where the target function is a Gaussian random field that depends…

Machine Learning · Computer Science 2020-12-16 Jonas Paccolat , Stefano Spigler , Matthieu Wyart

We develop TwinKernel methods for nonparametric estimation of intensity functions of point processes. Building on the general TwinKernel framework and combining it with martingale techniques for counting processes, we construct estimators…

Statistics Theory · Mathematics 2025-12-12 Jocelyn Nembé

We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…

Quantum Physics · Physics 2023-03-07 Yonglong Li , Vincent Y. F. Tan , Marco Tomamichel

In this work, we revisit the one- and two-sample testing problems: binary hypothesis testing in which one or both distributions are unknown. For the one-sample test, we provide a more streamlined proof of the asymptotic optimality of…

Information Theory · Computer Science 2026-04-21 Arick Grootveld , Biao Chen , Venkata Gandikota

In the spatial point process context, kernel intensity estimation has been mainly restricted to exploratory analysis due to its lack of consistency. Different methods have been analysed to overcome this problem, and the inclusion of…

Methodology · Statistics 2018-05-21 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

Methodology · Statistics 2012-06-27 Le-Yu Chen , Jerzy Szroeter

Testing the equality of two conditional distributions is crucial in various modern applications, including transfer learning and causal inference. Despite its importance, this fundamental problem has received surprisingly little attention…

Methodology · Statistics 2025-09-04 Jian Yan , Zhuoxi Li , Xianyang Zhang

We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…

Statistics Theory · Mathematics 2020-08-24 Alexis Derumigny , Jean-David Fermanian

Residual marked empirical process-based tests are commonly used in regression models. However, they suffer from data sparseness in high-dimensional space when there are many covariates. This paper has three purposes. First, we suggest a…

Methodology · Statistics 2015-10-27 Xuehu Zhu , Xu Guo , Lixing Zhu

This paper examines asymptotic equivalence in the sense of Le Cam between density estimation experiments and the accompanying Poisson experiments. The significance of asymptotic equivalence is that all asymptotically optimal statistical…

Statistics Theory · Mathematics 2007-08-22 Mark G. Low , Harrison H. Zhou

We use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…

Statistics Theory · Mathematics 2024-04-24 Javier Cárcamo , Antonio Cuevas , Luis-Alberto Rodríguez

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with…

Statistics Theory · Mathematics 2008-10-27 Béatrice Laurent , Carenne Ludeña , Clémentine Prieur

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

Statistics Theory · Mathematics 2019-02-26 Francisco Novoa-Muñoz

Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…

Methodology · Statistics 2022-02-11 Tin Lok James Ng , Andrew Zammit-Mangion

We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…

Statistics Theory · Mathematics 2018-11-27 Slim Beltaief , Oleg Chernoyarov , Serguei Pergamenchtchikov