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Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…

Methodology · Statistics 2023-04-28 Trambak Banerjee , Bhaswar B. Bhattacharya , Gourab Mukherjee

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

Nonparametric maximum likelihood (NPML) for mixture models is a technique for estimating mixing distributions that has a long and rich history in statistics going back to the 1950s, and is closely related to empirical Bayes methods.…

Methodology · Statistics 2018-01-15 Long Feng , Lee H. Dicker

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

Regional frequency analysis is an important tool to properly estimate hydrological characteristics at ungauged or partially gauged sites in order to prevent hydrological disasters. The delineation of homogeneous groups of sites is an…

Methodology · Statistics 2016-10-19 Pierre Masselot , Fateh Chebana , Taha B. M. J. Ouarda

We propose a new method for studying environments with unobserved individual heterogeneity. Based on model-implied pairwise inequalities, the method classifies individuals in the sample into groups defined by discrete unobserved…

Econometrics · Economics 2020-11-19 Elena Krasnokutskaya , Kyungchul Song , Xun Tang

Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e.…

Statistics Theory · Mathematics 2020-02-19 Bryon Aragam , Chen Dan , Eric P. Xing , Pradeep Ravikumar

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

Statistics Theory · Mathematics 2017-06-02 Igor L. Kheifets

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

In this paper, we focus on testing multivariate normality using the BHEP test with data that are missing completely at random. Our objective is twofold: first, to gain insight into the asymptotic behavior of BHEP test statistics under two…

Methodology · Statistics 2024-04-11 Danijel Aleksić , Bojana Milošević

A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…

Methodology · Statistics 2015-09-03 Jim E. Griffin , Fabrizio Leisen

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Oftentimes, the number of observations is small, and it is thus important to…

Methodology · Statistics 2011-08-05 Tatiane F. N. Melo , Silvia L. P. Ferrari , Francisco Cribari-Neto

Let $f(y|\theta), \; \theta \in \Omega$ be a parametric family, $\eta(\theta)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_G (\eta(\theta))\equiv \eta_G$ based on independent observations…

Statistics Theory · Mathematics 2022-07-29 Eitan Greenshtein , Ya'acov Ritov

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

Statistics Theory · Mathematics 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

Mixed-effects models have emerged as the gold standard of statistical analysis in different sub-fields of linguistics (Baayen, Davidson & Bates, 2008; Johnson, 2009; Barr, et al, 2013; Gries, 2015). One problematic feature of these models…

Applications · Statistics 2017-01-19 Christopher Eager , Joseph Roy

We investigate the likelihood ratio test for a large block-diagonal covariance matrix with an increasing number of blocks under the null hypothesis. While so far the likelihood ratio statistic has only been studied for normal populations,…

Statistics Theory · Mathematics 2024-08-01 Nina Dörnemann

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

Statistical inference for large data panels is omnipresent in modern economic applications. An important benefit of panel analysis is the possibility to reduce noise and thus to guarantee stable inference by intersectional pooling. However,…

Methodology · Statistics 2022-12-15 Tim Kutta , Holger Dette

When an underlying logit based order dose-response model is considered with small or moderate sample sizes, the Cochran-Armitage (CA) test represents the most efficient test in the framework of the test-statistics applied with asymptotic…

Methodology · Statistics 2014-02-28 Nirian Martín , Raquel Mata

In some applications, an experimental unit is composed of two distinct but related subunits. The response from such a unit is $(X_{1}, X_{2})$ but we observe only $Y_1 = \min\{X_{1},X_{2}\}$ and $Y_2 = \max\{X_{1},X_{2}\}$, i.e., the…

Statistics Theory · Mathematics 2019-05-07 Jiahua Chen , Pengfei Li , Jing Qin , Tao Yu