Related papers: Exact and asymptotically robust permutation tests
Early detection of person-to-person transmission of emerging infectious diseases such as avian influenza is crucial for containing pandemics. We developed a simple permutation test and its refined version for this purpose. A simulation…
In large scale genetic association studies, a primary aim is to test for association between genetic variants and a disease outcome. The variants of interest are often rare, and appear with low frequency among subjects. In this situation,…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
Null Hypothesis Statistical Testing is a dominant framework for conducting statistical analysis across the sciences. There remains considerable debate as to whether, and under what circumstances, evidence can be said to be confirmatory of a…
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…
The research described in this paper is motivated by model checking for parametric single-index models with diverging number of predictors. To construct a test statistic, we first study the asymptotic property of the estimators of involved…
New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may…
Testing whether the observed data conforms to a purported model (probability distribution) is a basic and fundamental statistical task, and one that is by now well understood. However, the standard formulation, identity testing, fails to…
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…
This paper proposes a test for the joint hypothesis of correct dynamic specification and no omitted latent factors for the Quantile Autoregression. If the composite null is rejected we proceed to disentangle the cause of rejection, i.e.,…
Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$…
We propose a robust test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension…
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…
In contemporary problems involving genetic or neuroimaging data, thousands of hypotheses need to be tested. Due to their high power, and finite sample guarantees on type-I error under weak assumptions, Monte Carlo permutation tests are…
Often the question arises whether $Y$ can be predicted based on $X$ using a certain model. Especially for highly flexible models such as neural networks one may ask whether a seemingly good prediction is actually better than fitting pure…
We analyzed the effect of the deviation of the exact distribution of the p-values from the uniform distribution on the Kolmogorov-Smirnov (K-S) test that was implemented as the second-level randomness test. We derived an inequality that…
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…
This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the return series T. We introduce a maximum-type test that…
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…
We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…