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Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

We present a new way of testing ordered hypotheses against all alternatives which overpowers the classical approach both in simplicity and statistical power. Our new method tests the constrained likelihood ratio statistic against the…

Methodology · Statistics 2018-06-26 Diaa Al Mohamad , Jelle J. Goeman , Erik W. van Zwet , Eric A. Cator

The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…

Statistics Theory · Mathematics 2018-06-25 Jonathan D. Mitchell , Elizabeth S. Allman , John A. Rhodes

In this paper, we propose a new spectral-based approach to hypothesis testing for populations of networks. The primary goal is to develop a test to determine whether two given samples of networks come from the same random model or…

Methodology · Statistics 2020-11-26 Li Chen , Nathaniel Josephs , Lizhen Lin , Jie Zhou , Eric D. Kolaczyk

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

Econometrics · Economics 2025-02-04 Jean-Yves Pitarakis

This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally…

Methodology · Statistics 2020-11-10 Ryan Chen , Javier Cabrera

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…

Methodology · Statistics 2019-12-10 Tim Coleman , Wei Peng , Lucas Mentch

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

It has become an increasingly common practice for scientists in modern science and engineering to collect samples of multiple network data in which a network serves as a basic data object. The increasing prevalence of multiple network data…

Methodology · Statistics 2021-09-09 Li Chen , Jie Zhou , Lizhen Lin

Quantifying the usefulness of individual features in random forests learning can greatly enhance its interpretability. Existing studies have shown that some popularly used feature importance measures for random forests suffer from the bias…

Machine Learning · Statistics 2023-11-14 Chien-Ming Chi , Yingying Fan , Jinchi Lv

In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates…

Statistics Theory · Mathematics 2019-05-09 Ayandrendanath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…

Methodology · Statistics 2025-07-23 Wolfgang Rolke

We propose a flexible and identifiable version of the two-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the non-null cases. We use a computationally…

Methodology · Statistics 2012-06-26 Ryan Martin , Surya T. Tokdar

We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…

Machine Learning · Statistics 2025-09-16 Leonardo V. Santoro , Victor M. Panaretos

Estimating the prevalence of a disease is necessary for evaluating and mitigating risks of its transmission within or between populations. Estimates that consider how prevalence changes with time provide more information about these risks…

Applications · Statistics 2021-11-12 Braden Scherting , Alison Peel , Raina Plowright , Andrew Hoegh

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

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