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When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…

Methodology · Statistics 2014-02-24 Nirian Martín , Raquel Mata , Leandro Pardo

The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…

Statistics Theory · Mathematics 2014-08-19 Narayanaswamy Balakrishnan , Nirian Martín , Leandro Pardo

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

We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…

Methodology · Statistics 2026-04-24 Rohan Hore , Jake A. Soloff , Rina Foygel Barber , Richard J. Samworth

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Methodology · Statistics 2023-10-03 Dan D. Erdmann-Pham

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

Testing for regime switching when the regime switching probabilities are specified either as constants (`mixture models') or are governed by a finite-state Markov chain (`Markov switching models') are long-standing problems that have also…

Econometrics · Economics 2017-11-13 Mika Meitz , Pentti Saikkonen

We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a…

Statistics Theory · Mathematics 2015-03-16 Thomas Mikosch , Yuwei Zhao

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…

Statistics Theory · Mathematics 2025-01-31 Alexandre Mösching , Lutz Duembgen

The raking-ratio method is a statistical and computational method which adjusts the empirical measure to match the true probability of sets of a finite partition. We study the asymptotic behavior of the raking-ratio empirical process…

Statistics Theory · Mathematics 2019-05-07 Mickael Albertus

The problem of scheduling with testing in the framework of explorable uncertainty models environments where some preliminary action can influence the duration of a task. In the model, each job has an unknown processing time that can be…

Data Structures and Algorithms · Computer Science 2021-08-20 Susanne Albers , Alexander Eckl

$\alpha$-stable distributions are utilised as models for heavy-tailed noise in many areas of statistics, finance and signal processing engineering. However, in general, neither univariate nor multivariate $\alpha$-stable models admit closed…

Computation · Statistics 2009-12-24 G. W. Peters , S. A. Sisson , Y. Fan

In this paper, we consider the structural change in a class of discrete valued time series, which the true conditional distribution of the observations is assumed to be unknown. The conditional mean of the process depends on a parameter…

Statistics Theory · Mathematics 2021-03-29 Mamadou Lamine Diop , William Kengne

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

We consider Bayesian multiple statistical classification problem in the case where the unknown source distributions are estimated from the labeled training sequences, then the estimates are used as nominal distributions in a robust…

Information Theory · Computer Science 2021-10-11 Hüseyin Afşer

We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…

Methodology · Statistics 2019-02-14 Henry Lam , Huajie Qian

A Lorenz curve is a graphical representation of the distribution of income or wealth within a population. The generalized Lorenz curve can be created by scaling the values on the vertical axis of a Lorenz curve by the average output of the…

Methodology · Statistics 2023-09-26 Suthakaran Ratnasingam , Anton Butenko

In randomized controlled trials, ordinal outcomes typically improve statistical efficiency over binary outcomes. The treatment effect on an ordinal outcome is usually described by the odds ratio from a proportional odds model, but this…

Methodology · Statistics 2026-01-01 Lindsey E. Turner , Carolyn T. Bramante , Thomas A. Murray

Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\cal M}_{\Theta,{\cal G}}=\{\gamma(\cdot,\theta,g):\theta \in \Theta,g\in {\cal G}\}$ for some known function $\gamma$, some compact set…

Statistics Theory · Mathematics 2008-07-16 Ingrid Van Keilegom , César Sánchez Sellero , Wenceslao González Manteiga