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The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

In large scale genetic association studies, a primary aim is to test for association between genetic variants and a disease outcome. The variants of interest are often rare, and appear with low frequency among subjects. In this situation,…

Methodology · Statistics 2017-12-20 Arjun Sondhi , Kenneth Martin Rice

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…

Methodology · Statistics 2023-05-17 Harlan Campbell

Hypothesis testing is a statistical inference approach used to determine whether data supports a specific hypothesis. An important type is the two-sample test, which evaluates whether two sets of data points are from identical…

Machine Learning · Computer Science 2025-01-08 Weizhi Li , Visar Berisha , Gautam Dasarathy

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

Methodology · Statistics 2026-01-14 Alberto Bordino , Thomas B. Berrett

Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…

Methodology · Statistics 2017-04-25 Weixin Cai , Nima S. Hejazi , Alan E. Hubbard

We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…

Statistics Theory · Mathematics 2007-06-13 Larry Goldstein , Yosef Rinott

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…

Statistics Theory · Mathematics 2013-04-23 EunYi Chung , Joseph P. Romano

Neural networks are powerful predictive models, but they provide little insight into the nature of relationships between predictors and outcomes. Although numerous methods have been proposed to quantify the relative contributions of input…

Methodology · Statistics 2023-01-30 Francesca Mandel , Ian Barnett

Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…

Methodology · Statistics 2017-12-14 Daniell Toth

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

Statistical hypothesis testing, as formalized by 20th Century statisticians and taught in college statistics courses, has been a cornerstone of 100 years of scientific progress. Nevertheless, the methodology is increasingly questioned in…

Methodology · Statistics 2024-08-22 Brian Dennis , Mark L Taper , José M Ponciano

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…

Methodology · Statistics 2012-02-10 Juergen Laeuter , Maciej Rosolowski , Ekkehard Glimm

The comparison of different medical treatments from observational studies or across different clinical studies is often biased by confounding factors such as systematic differences in patient demographics or in the inclusion criteria for…

Methodology · Statistics 2025-05-15 Ekkehard Glimm , Lillian Yau

Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…

Statistics Theory · Mathematics 2020-01-20 Vilijandas Bagdonavičius , Rūta Levulienė
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