Related papers: Hypothesis testing in the presence of multiple sam…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…