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In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Jian Kang

We discuss a one-sample location test that can be used in the case of high-dimensional data. For high-dimensional data, the power of Hotelling's test decrises when the dimension is close to the sample size. To address this loss of power,…

Statistics Theory · Mathematics 2014-05-13 Masashi Hyodo , Takahiro Nishiyama

When the outcome of interest is semicontinuous and collected longitudinally, efficient testing can be difficult. Daily rainfall data is an excellent example which we use to illustrate the various challenges. Even under the simplest…

Methodology · Statistics 2018-07-10 Harlan Campbell

High-throughput sequencing technology allows us to test the compositional difference of bacteria in different populations. One important feature of human microbiome data is that it often includes a large number of zeros. Such data can be…

Methodology · Statistics 2022-08-23 Wanjie Wang , Eric Z. Chen , Hongzhe Li

In this paper, a new goodness-of-fit test for a location-scale family based on progressively Type-II censored order statistics is proposed. Using Monte Carlo simulation studies, the present researchers have observed that the proposed test…

Statistics Theory · Mathematics 2017-04-25 Hamzeh Torabi , Sayyed Mahmoud Mirjalili , Hossein Nadeb

We study the high-dimensional uniformity testing problem, which involves testing whether the underlying distribution is the uniform distribution, given $n$ data points on the $p$-dimensional unit hypersphere. While this problem has been…

Statistics Theory · Mathematics 2025-06-03 Tiefeng Jiang , Tuan Pham

This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…

Statistics Theory · Mathematics 2021-08-10 Runmin Wang , Changbo Zhu , Stanislav Volgushev , Xiaofeng Shao

We investigate the problem of testing the global null in the high-dimensional regression models when the feature dimension $p$ grows proportionally to the number of observations $n$. Despite a number of prior work studying this problem,…

Methodology · Statistics 2020-10-06 Yue Li , Ilmun Kim , Yuting Wei

The natural occurrence of singular spaces in applications has led to recent investigations on performing topological data analysis (TDA) in a stratified framework. In many applications, there is no a priori information on what points should…

Algebraic Topology · Mathematics 2023-12-12 Tim Mäder , Lukas Waas

This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…

Methodology · Statistics 2022-05-17 Xu Guo , Runze Li , Zhe Zhang , Changliang Zou

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

Methodology · Statistics 2022-05-30 Hoseung Song , Hao Chen

We investigate the power of some common change-point tests as a function of the location of the change-point. The test statistics are maxima of weighted U-statistics, with the CUSUM test and the Wilcoxon change-point test as special…

Statistics Theory · Mathematics 2023-04-04 Herold Dehling , Kata Vuk , Martin Wendler

A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes…

Data Analysis, Statistics and Probability · Physics 2009-11-10 A. van Hameren

The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the classical CUSUM test. For this aim, the Wilcoxon two-sample test…

Statistics Theory · Mathematics 2023-06-06 Lea Wegner , Martin Wendler

Rotationally symmetric distributions on the p-dimensional unit hypersphere, extremely popular in directional statistics, involve a location parameter theta that indicates the direction of the symmetry axis. The most classical way of…

Statistics Theory · Mathematics 2014-02-13 Christophe Ley , Davy Paindaveine , Thomas Verdebout

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

Machine Learning · Statistics 2022-05-17 Jie Wang , Yao Xie

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

This paper proposes an overidentifying restriction test for high-dimensional linear instrumental variable models. The novelty of the proposed test is that it allows the number of covariates and instruments to be larger than the sample size.…

Econometrics · Economics 2024-05-08 Qingliang Fan , Zijian Guo , Ziwei Mei

The Mann-Whitney effect is an intuitive measure for discriminating two survival distributions. Here we analyze various inference techniques for this parameter in a two-sample survival setting with independent right-censoring, where the…

Statistics Theory · Mathematics 2016-09-26 Dennis Dobler , Markus Pauly

This paper considers testing the covariance matrices structure based on Wald's score test in large dimensional setting. The hypothesis $H_0: \Sigma =\Sigma_0 $ for a given matrix $\Sigma_0$, which covers the identity hypothesis test and…

Methodology · Statistics 2016-03-01 Dandan Jiang , QiBin Zhang