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A multivariate one-sample location test based on the center-outward ranks and signs is considered, and two different testing procedures are proposed for centrally symmetric distributions. The first test is based on a random division of the…

Statistics Theory · Mathematics 2025-05-22 Daniel Hlubinka , Šárka Hudecová

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

In this paper, we develop a systematic theory for high dimensional analysis of variance in multivariate linear regression, where the dimension and the number of coefficients can both grow with the sample size. We propose a new \emph{U}~type…

Methodology · Statistics 2023-01-12 Zhipeng Lou , Xianyang Zhang , Wei Biao Wu

In this paper, we propose a general framework for distribution-free nonparametric testing in multi-dimensions, based on a notion of multivariate ranks defined using the theory of measure transportation. Unlike other existing proposals in…

Statistics Theory · Mathematics 2019-10-08 Nabarun Deb , Bodhisattva Sen

Clinical trials often involve the assessment of multiple endpoints to comprehensively evaluate the efficacy and safety of interventions. In the work, we consider a global nonparametric testing procedure based on multivariate rank for the…

Methodology · Statistics 2023-06-29 Kexuan Li , Lingli Yang , Shaofei Zhao , Susie Sinks , Luan Lin , Peng Sun

Testing the equality of mean vectors across $g$ different groups plays an important role in many scientific fields. In regular frameworks, likelihood-based statistics under the normality assumption offer a general solution to this task.…

Statistics Theory · Mathematics 2026-01-13 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

Methodology · Statistics 2022-10-27 Philipp Eller , Lolian Shtembari

This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…

Methodology · Statistics 2024-02-14 Lucia Guastadisegni , Silvia Cagnone , Irini Moustaki , Vassilis Vasdekis

We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test…

Statistics Theory · Mathematics 2024-04-15 Qianqian Jiang , Wenbo Li , Zeng Li

Multivariate analysis of variance (MANOVA) is a powerful and versatile method to infer and quantify main and interaction effects in metric multivariate multi-factor data. It is, however, neither robust against change in units nor a…

Statistics Theory · Mathematics 2018-02-13 Dennis Dobler , Sarah Friedrich , Markus Pauly

We extend to rank-based tests of multivariate independence the Chernoff-Savage and Hodges-Lehmann classical univariate results. More precisely, we show that the Taskinen, Kankainen and Oja (2004) normal-score rank test for multivariate…

Statistics Theory · Mathematics 2008-12-18 Marc Hallin , Davy Paindaveine

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

While the problem of testing multivariate normality has received considerable attention in the classical low-dimensional setting where the sample size $n$ is much larger than the feature dimension $d$ of the data, there is presently a…

Methodology · Statistics 2025-12-23 Xin Bing , Derek Latremouille

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…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

Many tests have been proposed to remedy the classical Hotelling's $T^2$ test in the "large $p$, small $n$" paradigm, but the existence of an optimal sum-of-squares type test has not been explored. This paper shows that under certain…

Methodology · Statistics 2018-02-02 Jun Li , Yumou Qiu , Lingjun Li

We give the asymptotic behavior of the Mann-Whitney U-statistic for two independent stationary sequences. The result applies to a large class of short-range dependent sequences, including many non-mixing processes in the sense of…

Statistics Theory · Mathematics 2016-11-22 Jérôme Dedecker , Guillaume Saulière

A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative efficient of our test with respect to the test proposed by Feng…

Statistics Theory · Mathematics 2023-03-21 Ping Zhao , Dachuan Chen , Zhaojun Wang

A test space is the set of outcome-sets associated with a collection of experiments. This notion provides a simple mathematical framework for the study of probabilistic theories -- notably, quantum mechanics -- in which one is faced with…

Quantum Physics · Physics 2009-11-10 Alexander Wilce

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…

Statistics Theory · Mathematics 2016-12-05 Dennis Leung , Mathias Drton
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