Related papers: Testing for Homogeneity in Mixture Models

A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Nonparametric empirical Bayes methods provide a flexible and attractive approach to high-dimensional data analysis. One particularly elegant empirical Bayes methodology, involving the Kiefer-Wolfowitz nonparametric maximum likelihood…

Bayesian tests on the symmetry of the generalized von Mises model for planar directions (Gatto and Jammalamadaka, 2007) are introduced. The generalized von Mises distribution is a flexible model that can be axially symmetric or asymmetric,…

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…

Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for applying empirical likelihood to the analysis of experimental…

Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…

In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

The $\boldsymbol{\beta}$-model for random graphs is commonly used for representing pairwise interactions in a network with degree heterogeneity. Going beyond pairwise interactions, Stasi et al. (2014) introduced the hypergraph…

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…

We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size…

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

We review observational tests for the homogeneity of the Universe on large scales. Redshift and peculiar velocity surveys, radio sources, the X-Ray Background, the Lyman-alpha forest and the Cosmic Microwave Background are used to set…

In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the…