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In this paper we propose a nonparametric graphical test based on optimal matching, for assessing the equality of multiple unknown multivariate probability distributions. Our procedure pools the data from the different classes to create a…

Hypothesis testing is a central problem in statistical analysis, and there is currently a lack of differentially private tests which are both statistically valid and powerful. In this paper, we develop several new differentially private…

Methodology · Statistics 2023-10-31 Jordan Awan , Yue Wang

There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…

Statistics Theory · Mathematics 2020-01-01 Marie Hušková , Simos G. Meintanis , Charl Pretorius

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

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

A novel nonparametric test for the equality of the covariance matrices of two Gaussian stationary processes, possibly of different lengths, is proposed. The test translates to testing the equality of two spectral densities and is shown to…

Statistics Theory · Mathematics 2026-02-12 Ilaria Nadin , Tatyana Krivobokova , Farida Enikeeva

Non-degenerate U-empirical Kolmogorov-Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered.…

Probability · Mathematics 2009-06-03 Yakov Nikitin

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that of selecting a sequence of payoff functions that maximize the…

Statistics Theory · Mathematics 2025-08-26 Shubhanshu Shekhar , Aaditya Ramdas

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…

Probability · Mathematics 2007-05-23 Te Sun Han

In this paper we deal with the problem of testing for the quality of $k$ probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then, an estimator of it is…

Statistics Theory · Mathematics 2018-11-26 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

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

In this work, goodness-of-fit tests are adapted and applied to CMB maps to detect possible non-Gaussianity. We use Shapiro-Francia test and two Smooth goodness-of-fit tests: one developed by Rayner and Best and another one developed by…

Astrophysics · Physics 2015-06-24 A. M. Aliaga , E. Martinez-Gonzalez , L. Cayon , F. Argueso , J. L. Sanz , R. B. Barreiro

This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model…

Statistics Theory · Mathematics 2007-06-13 Estate V. Khmaladze , Hira L. Koul

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

This paper addresses the problem of fitting a known distribution to the innovation distribution in a class of stationary and ergodic time series models. The asymptotic null distribution of the usual Kolmogorov--Smirnov test based on the…

Statistics Theory · Mathematics 2007-06-13 Hira L. Koul , Shiqing Ling

The field of causal discovery develops model selection methods to infer cause-effect relations among a set of random variables. For this purpose, different modelling assumptions have been proposed to render cause-effect relations…

Methodology · Statistics 2023-11-09 Daniela Schkoda , Mathias Drton

The problem of making practical, useful goodness of fit tests in the Bayesian paradigm is largely open. We introduce a class of special cases (testing for uniformity: have the cards been shuffled enough; does my random generator work) and a…

Methodology · Statistics 2018-04-11 Persi Diaconis , Guanyang Wang

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang