Related papers: Exact and asymptotically robust permutation tests
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…
We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…
We present a general approach to constructing permutation tests that are both exact for the null hypothesis of equality of distributions and asymptotically correct for testing equality of parameters of distributions while allowing the…
Generalizations to the permutation test are introduced to allow for situations in which the null model is not exchangeable. It is shown that the generalized permutation tests are exact, and a partial converse: that any test function that is…
Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…
In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…
When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…
In this paper, we propose two new tests for testing the equality of the covariance functions of several functional populations, namely a quasi GPF test and a quasi $F_{\max}$ test. The asymptotic random expressions of the two tests under…
Permutation tests are amongst the most commonly used statistical tools in modern genomic research, a process by which p-values are attached to a test statistic by randomly permuting the sample or gene labels. Yet permutation p-values…
In this article, we propose a one-sample test to check whether the support of the unknown distribution generating the data is homologically equivalent to the support of some specified distribution or not OR using the corresponding…
We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…
We analyze theoretical properties of the hybrid test for superior predictability. We demonstrate with a simple example that the test may not be pointwise asymptotically of level $\alpha$ at commonly used significance levels and may lead to…