Related papers: A new permutation test statistic for complete bloc…
We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and rank tests and could be used in bootstrap approximations. In…
The Friedman test has been extensively applied as a nonparametric alternative to the conventional F procedure for comparing treatment effects in randomized complete block designs. A chi-square distribution provides a convenient…
The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…
The stochastic block model is a popular tool for studying community structures in network data. We develop a goodness-of-fit test for the stochastic block model. The test statistic is based on the largest singular value of a residual matrix…
We explore the probability that a permutation sampled from the symmetric group of order n uniformly at random has cycles of lengths not exceeding r. Asymptotic formulas valid in specified regions for the ratio n/r are obtained using the…
This article studies tail behavior for the error components in the stochastic frontier model, where one component has bounded support on one side, and the other has unbounded support on both sides. Under weak assumptions on the error…
The stochastic block model is widely used for detecting community structures in network data. How to test the goodness-of-fit of the model is one of the fundamental problems and has gained growing interests in recent years. In this article,…
In group sequential designs, where several data looks are conducted for early stopping, we generally assume the vector of test statistics from the sequential analyses follows (at least approximately or asymptotially) a multivariate normal…
Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…
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…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
The tail index, indicating the degree of fatness of the tail distribution, is an important component of extreme value theory since it dominates the asymptotic distribution of extreme values such as the sample maximum. In this paper, we…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
A statistical field theory is developed to explore the density of states and spatial profile of `tail states' at the edge of the spectral support of a general class of disordered non-Hermitian operators. These states, which are identified…
Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with parametric regression functions can be more appealing in practice…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
This paper studies computational aspects of an asymptotically distribution-free goodness-of-fit test for non-Gaussian distributions based on the Khmaladze martingale transformation when the location and scale parameters of the distribution…
We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…
The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample of stochastic block models. How to detect the difference of…
We investigate the likelihood ratio test for a large block-diagonal covariance matrix with an increasing number of blocks under the null hypothesis. While so far the likelihood ratio statistic has only been studied for normal populations,…