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The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

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

Recently Liu and Wang derived the likelihood ratio test (LRT) statistic and its asymptotic distribution for testing equality of two multinomial distributions vs. the alternative that the second distribution is larger in terms of increasing…

Statistics Theory · Mathematics 2007-06-13 Arthur Cohen , John Kolassa , Harold Sackrowitz

This paper deals with the issue of testing hypothesis in symmetric and log-symmetric linear regression models in small and moderate-sized samples. We focus on four tests, namely the Wald, likelihood ratio, score, and gradient tests. These…

Methodology · Statistics 2016-02-03 Francisco M. C. Medeiros , Silvia L. P. Ferrari

In this paper new test statistics are introduced and studied for the important problem of testing hypothesis that involves inequality constraint on proportions when the sample comes from independent binomial random variables: Wald type and…

Methodology · Statistics 2014-02-28 Nirian Martín , Raquel Mata , Leando Pardo

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

Statistics Theory · Mathematics 2022-11-03 Sherzod M Mirakhmedov

This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…

Econometrics · Economics 2025-10-21 Jean-Marie Dufour , Purevdorj Tuvaandorj

When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…

Methodology · Statistics 2014-02-24 Nirian Martín , Raquel Mata , Leandro Pardo

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…

Statistics Theory · Mathematics 2015-03-17 Piet Groeneboom , Geurt Jongbloed

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Methodology · Statistics 2019-05-09 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…

Information Theory · Computer Science 2024-12-20 Jihad Fahs , Ibrahim Abou-Faycal , Ibrahim Issa

The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…

Statistics Theory · Mathematics 2022-09-12 Sherzod M. Mirakhmedov

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…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Nirian Martin , Ayanendranath Basu , Leandro Pardo

Let $\mathbf{X}_1,...,\mathbf{X}_n$ be a random sample from a $p$-dimensional population distribution. Assume that $c_1n^{\alpha}\leq p\leq c_2n^{\alpha}$ for some positive constants $c_1,c_2$ and $\alpha$. In this paper we introduce a new…

Probability · Mathematics 2009-01-19 Wei-Dong Liu , Zhengyan Lin , Qi-Man Shao

We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The…

Statistics Theory · Mathematics 2011-02-23 Artur J. Lemonte , Silvia L. P. Ferrari

In this paper, we consider testing the homogeneity for proportions in independent binomial distributions especially when data are sparse for large number of groups. We provide broad aspects of our proposed tests such as theoretical studies,…

Statistics Theory · Mathematics 2017-12-14 Junyong Park
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