Related papers: Robust Bounded Influence Tests for Independent Non…
Robust tests of general composite hypothesis under non-identically distributed observations is always a challenge. Ghosh and Basu (2018, Statistica Sinica, 28, 1133--1155) have proposed a new class of test statistics for such problems based…
This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…
We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…
In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…
We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…
In this letter, we consider multiple statistical classification problem where a sequence of n independent and identically distributed observations, that are generated by one of M discrete sources, need to be classified. The source…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
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…
Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to…
We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…
Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…
This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been…
Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates…