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Two modifications of the chi square test for comparing usual(unweighted) and weighted histograms and two weighted histograms are proposed. Numerical examples illustrate an application of the tests for the histograms with different…

Data Analysis, Statistics and Probability · Physics 2011-11-09 N. D. Gagunashvili

Given independent samples from two univariate distributions, the one-sided Wilcoxon-Mann-Whitney statistic may be used to conduct a rank-based test of first-order stochastic dominance. We broaden the scope of applicability of such tests by…

Econometrics · Economics 2026-03-03 Brendan K. Beare , Jackson D. Clarke

We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…

Statistics Theory · Mathematics 2007-06-13 Peter J. Bickel , Ya'acov Ritov , Thomas M. Stoker

Histograms with weighted entries are used to estimate probability density functions. Computer simulation is the main application of this type of histograms. A review on chi-square tests for comparing weighted histograms is presented in this…

Data Analysis, Statistics and Probability · Physics 2017-04-27 Nikolai Gagunashvili

We propose a simple test for moment inequalities that has exact size in normal models with known variance and has uniformly asymptotically exact size more generally. The test compares the quasi-likelihood ratio statistic to a chi-squared…

Econometrics · Economics 2020-08-19 Gregory Cox , Xiaoxia Shi

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

Testing equality of two multivariate distributions is a classical problem for which many non-parametric tests have been proposed over the years. Most of the popular two-sample tests, which are asymptotically distribution-free, are based…

Statistics Theory · Mathematics 2019-04-17 Bhaswar B. Bhattacharya

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

We propose a general and relatively simple method for the construction of goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of probability distributions via their characteristic function,…

Statistics Theory · Mathematics 2023-05-25 Bruno Ebner , Norbert Henze , Simos Meintanis

Determining whether two particle systems are similar is a common problem in particle simulations. When the comparison should be invariant under permutations, orthogonal transformations, and translations of the systems, special techniques…

Statistical Mechanics · Physics 2021-06-24 Johannes Bulin , Jan Hamaekers

Testing for a mediation effect is important in many disciplines, but is made difficult - even asymptotically - by the influence of nuisance parameters. Classical tests such as likelihood ratio (LR) and Wald (Sobel) tests have very poor…

Econometrics · Economics 2024-03-05 Grant Hillier , Kees Jan van Garderen , Noud van Giersbergen

A common problem in genetics is that of testing whether a set of highly dependent gene expressions differ between two populations, typically in a high-dimensional setting where the data dimension is larger than the sample size. Most…

Methodology · Statistics 2015-03-11 Måns Thulin

We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…

Machine Learning · Statistics 2026-03-17 Xing Liu , Axel Gandy

We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…

Machine Learning · Statistics 2016-07-04 Qiang Liu , Jason D. Lee , Michael I. Jordan

A multivariate distribution function F is in the max-domain of attraction of an extreme value distribution if and only if this is true for the copula corresponding to F and its univariate margins. Aulbach et al. (2012a) have shown that a…

Statistics Theory · Mathematics 2013-09-06 Stefan Aulbach , Michael Falk

Roy's largest root is a common test statistic in multivariate analysis, statistical signal processing and allied fields. Despite its ubiquity, provision of accurate and tractable approximations to its distribution under the alternative has…

Statistics Theory · Mathematics 2015-07-06 Iain M. Johnstone , Boaz Nadler

A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…

Computation · Statistics 2018-11-06 J. Martin van Zyl

We present a unified approach to goodness-of-fit testing in $\mathbb{R}^d$ and on lower-dimensional manifolds embedded in $\mathbb{R}^d$ based on sums of powers of weighted volumes of $k$-th nearest neighbor spheres. We prove asymptotic…

Methodology · Statistics 2016-12-21 Bruno Ebner , Norbert Henze , Joseph E. Yukich

Testing for Hardy-Weinberg equilibrium (HWE) is a fundamental component of genetic data analysis, widely used for quality control and model validation. Although HWE testing is well established for autosomal loci, inference on the X…

Applications · Statistics 2026-05-20 Lin Zhang , Andrew Paterson , Lei Sun

This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…

Methodology · Statistics 2026-03-30 Haziq Jamil , Irini Moustaki , Chris Skinner
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