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In competing risks models, cumulative incidence functions are commonly compared to infer differences between groups. Many existing inference methods, however, struggle when these functions cross during the time frame of interest. To address…

Methodology · Statistics 2026-01-26 Simon Mack , Marc Ditzhaus , Merle Munko , Markus Pauly

This paper is to prove the asymptotic normality of a statistic for detecting the existence of heteroscedasticity for linear regression models without assuming randomness of covariates when the sample size $n$ tends to infinity and the…

Statistics Theory · Mathematics 2018-06-11 Zhidong Bai , Guangming Pan , Yanqing Yin

We consider the extent to which we can learn from a completely randomized experiment whether all individuals have treatment effects that are weakly of the same sign, a condition we call monotonicity. From a classical sampling perspective,…

Econometrics · Economics 2026-01-13 Jiafeng Chen , Jonathan Roth , Jann Spiess

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…

Data Structures and Algorithms · Computer Science 2011-01-21 Abhimanyu Das , David Kempe

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

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression…

Statistics Theory · Mathematics 2013-02-15 Hervé Cardot , Camelia Goga , Pauline Lardin

Robust loss functions are essential for training deep neural networks with better generalization power in the presence of noisy labels. Symmetric loss functions are confirmed to be robust to label noise. However, the symmetric condition is…

Machine Learning · Computer Science 2021-06-08 Xiong Zhou , Xianming Liu , Junjun Jiang , Xin Gao , Xiangyang Ji

Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…

Econometrics · Economics 2021-06-15 Federico A. Bugni , Joel L. Horowitz

The aim of this paper is to establish non-asymptotic minimax rates of testing for goodness-of-fit hypotheses in a heteroscedastic setting. More precisely, we deal with sequences $(Y_j)_{j\in J}$ of independent Gaussian random variables,…

Statistics Theory · Mathematics 2010-02-09 Béatrice Laurent , Jean-Michel Loubès , Clément Marteau

For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…

Statistics Theory · Mathematics 2022-03-10 Holger Dette , Pascal Quanz

The paper considers a paired data framework and discuss the question of marginal homogeneity of bivariate high dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random…

Methodology · Statistics 2021-05-04 Marc Ditzhaus , Daniel Gaigall

This paper is motivated by medical studies in which the same patients with multiple sclerosis are examined at several successive visits and described by fractional anisotropy tract profiles, which can be represented as functions. Since the…

Methodology · Statistics 2023-06-07 Katarzyna Kuryło , Łukasz Smaga

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Statistics Theory · Mathematics 2009-09-29 Moulinath Banerjee

We consider the problem of isotonic regression, where the underlying signal $x$ is assumed to satisfy a monotonicity constraint, that is, $x$ lies in the cone $\{ x\in\mathbb{R}^n : x_1 \leq \dots \leq x_n\}$. We study the isotonic…

Statistics Theory · Mathematics 2018-11-01 Fan Yang , Rina Foygel Barber

The logrank test is a well-known nonparametric test which is often used to compare the survival distributions of two samples including right censored observations, it is also known as the Mantel-Haenszel test. The $G^{\rho}$ family of…

Methodology · Statistics 2020-08-04 Tahani Coolen-Maturi , Frank P. A. Coolen

The problem of testing monotonicity of a Boolean function $f:\{0,1\}^n \to \{0,1\}$ has received much attention recently. Denoting the proximity parameter by $\varepsilon$, the best tester is the non-adaptive…

Data Structures and Algorithms · Computer Science 2018-01-10 Deeparnab Chakrabarty , C. Seshadhri

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…

Data Structures and Algorithms · Computer Science 2015-04-27 Clément L. Canonne

Forecast evaluations aim to choose an accurate forecast for making decisions by using loss functions. However, different loss functions often generate different ranking results for forecasts, which complicates the task of comparisons. In…

Applications · Statistics 2018-07-17 Yu-Min Yen , Tso-Jung Yen