Related papers: An efficient asymptotic approach for testing monot…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
In current applied research the most-used route to an analysis of composition is through log-ratios -- that is, contrasts among log-transformed measurements. Here we argue instead for a more direct approach, using a statistical model for…
The asymptotic efficiency, ARE_{p,2}, of the tests for multivariate means theta in \R^d based on the p-means relative to the standard 2-mean, (approximate) likelihood ratio test (LRT), is considered for large dimensions d. It turns out that…
Distance-based regression model, as a nonparametric multivariate method, has been widely used to detect the association between variations in a distance or dissimilarity matrix for outcomes and predictor variables of interest in genetic…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
Testing mutual independence among multiple random variables is a fundamental problem in statistics, with wide applications in genomics, finance, and neuroscience. In this paper, we propose a new class of tests for high-dimensional mutual…
When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…
Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to…
Cochran's $Q$ statistic is routinely used for testing heterogeneity in meta-analysis. Its expected value (under an incorrect null distribution) is part of several popular estimators of the between-study variance, $\tau^2$. Those…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
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,…
In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric to the positive response probability. The marginal…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…