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In the context of data that lie on the simplex, we investigate use of empirical and exponential empirical likelihood, and Hotelling and James statistics, to test the null hypothesis of equal population means based on two independent…

Methodology · Statistics 2016-08-05 Michail Tsagris , Simon Preston , Andrew T. A. Wood

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

In supervised learning, automatically assessing the quality of the labels before any learning takes place remains an open research question. In certain particular cases, hypothesis testing procedures have been proposed to assess whether a…

Machine Learning · Computer Science 2023-12-19 Weisong Yang , Rafael Poyiadzi , Niall Twomey , Raul Santos Rodriguez

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…

Methodology · Statistics 2014-10-13 Song Xi Chen , Jun Li , Ping-Shou Zhong

Quantiles can represent key operational and business metrics, but the computational challenges associated with inference has hampered their adoption in online experimentation. One-sample confidence intervals are trivial to construct;…

Methodology · Statistics 2024-08-02 Evan Miller

It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects…

Methodology · Statistics 2016-03-02 Nirian Martin , Leandro Pardo , Konstantinos Zografos

Many studies in biomedical and health sciences involve small sample sizes due to logistic or financial constraints. Often, identifying weak (but scientifically interesting) associations between a set of predictors and a response…

Methodology · Statistics 2017-09-05 Hao Henry Zhou , Yilin Zhang , Vamsi K. Ithapu , Sterling C. Johnson , Grace Wahba , Vikas Singh

The likelihood function represents statistical evidence in the context of data and a probability model. Considerable theory has demonstrated that evidence strength for different parameter values can be interpreted from the ratio of…

Applications · Statistics 2016-11-17 Zeynep Baskurt , Lisa Strug

A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…

Statistics Theory · Mathematics 2024-10-28 Kwun Chuen Gary Chan , Hok Kan Ling , Chuan-Fa Tang , Sheung Chi Phillip Yam

In causal inference, we can consider a situation in which treatment on one unit affects others, i.e., interference exists. In the presence of interference, we cannot perform a classical randomization test directly because a null hypothesis…

Methodology · Statistics 2022-03-22 Mizuho Yanagi , Tomonari Sei

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…

This article introduces a robust hypothesis testing procedure: the Lq-likelihood-ratio-type test (LqRT). By deriving the asymptotic distribution of this test statistic, the authors demonstrate its robustness both analytically and…

Applications · Statistics 2016-09-27 Yichen Qin , Carey E. Priebe

Statisticians have recently developed propensity score methods to improve generalizations from randomized experiments that do not employ random sampling. However, these methods typically rely on assumptions whose plausibility may be…

Methodology · Statistics 2019-11-14 Wendy Chan

Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…

Statistics Theory · Mathematics 2021-09-08 Boris Landa , Rihao Qu , Joseph Chang , Yuval Kluger

We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…

Statistics Theory · Mathematics 2024-04-19 Nour-Eddine Berrahou , Salim Bouzebda , Lahcen Douge

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…

Methodology · Statistics 2018-03-15 Fabian Dunker , Konstantin Eckle , Katharina Proksch , Johannes Schmidt-Hieber

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

We propose a nonparametric test for serial independence that aggregates pairwise similarities of observations with lag-dependent weights. The resulting statistic is powerful to general forms of temporal dependence, including nonlinear and…

Methodology · Statistics 2025-09-09 Qihua Zhu , Mingshuo Liu , Yuefeng Han , Doudou Zhou

We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…

Statistics Theory · Mathematics 2023-06-09 Kang Wang , Subhashis Ghosal
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