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We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as non-parametric two-sample tests for multivariate data. In two dimensions this includes both continuous and discrete…

Methodology · Statistics 2026-05-13 Wolfgang Rolke

Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…

Applications · Statistics 2018-09-13 Kellie Ottoboni , Fraser Lewis , Luigi Salmaso

The log-rank test is most powerful under proportional hazards (PH). In practice, non-PH patterns are often observed in clinical trials, such as in immuno-oncology; therefore, alternative methods are needed to restore the efficiency of…

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

Statistics Theory · Mathematics 2008-12-18 Runze Li , Hua Liang

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of $L_p$-type functionals of kernel estimators $(1 \leq p < \infty)$. Drawing on the approach of…

Statistics Theory · Mathematics 2023-08-28 Sokbae Lee , Kyungchul Song , Yoon-Jae Whang

In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…

Methodology · Statistics 2023-12-27 Wenxuan Guo , Panos Toulis

This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…

Econometrics · Economics 2023-04-18 Pedro H. C. Sant'Anna , Xiaojun Song

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…

Methodology · Statistics 2016-04-29 Hira L. Koul , Chuanlong Xie , Lixing Zhu

We are interested in testing general linear hypotheses in a high-dimensional multivariate linear regression model. The framework includes many well-studied problems such as two-sample tests for equality of population means, MANOVA and…

Methodology · Statistics 2018-10-05 Haoran Li , Alexander Aue , Debashis Paul

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…

Statistics Theory · Mathematics 2023-03-15 Albert Vexler , Alan D. Hutson

Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…

Methodology · Statistics 2024-05-29 Antonio Martín Andrés , Pedro Femia Marzo

Motivated by the likelihood ratio test under the Gaussian assumption, we develop a maximum sum-of-squares test for conducting hypothesis testing on high dimensional mean vector. The proposed test which incorporates the dependence among the…

Methodology · Statistics 2015-10-21 Xianyang Zhang

We propose a novel bootstrap test of a dense model, namely factor regression, against a sparse plus dense alternative augmenting model with sparse idiosyncratic components. The asymptotic properties of the test are established under time…

Econometrics · Economics 2024-07-11 Jad Beyhum , Jonas Striaukas

Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…

Machine Learning · Computer Science 2022-07-18 Abhin Shah , Yuheng Bu , Joshua Ka-Wing Lee , Subhro Das , Rameswar Panda , Prasanna Sattigeri , Gregory W. Wornell

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

Methodology · Statistics 2023-11-09 Feifei Chen , Simos G. Meintanis , Lixing Zhu

The indirect effect of an exposure on an outcome through an intermediate variable can be identified by a product of two regression coefficients under certain causal and regression modeling assumptions. In this context, the null hypothesis…

Statistics Theory · Mathematics 2025-07-23 Caleb H. Miles , Antoine Chambaz

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Methodology · Statistics 2025-07-08 Michael Lindon , Dae Woong Ham , Martin Tingley , Iavor Bojinov