Related papers: One- and two-sample nonparametric tests for the si…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…
dentifying associations among biological variables is a major challenge in modern quantitative biological research, particularly given the systemic and statistical noise endemic to biological systems. Drug sensitivity data has proven to be…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
We introduce a generalized formulation of mutual information (MI) based on the extended Bregman divergence, a framework that subsumes the generalized S-Bregman (GSB) divergence family. The GSB divergence unifies two important classes of…
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…
This paper provides a nonparametric test for the identity of two multivariate continuous distribution functions (d.f.'s) when they differ in locations. The test uses Wilcoxon rank-sum statistics on distances between observations for each of…
Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…
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 problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…
Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…
A generalised concept of the signal-to-noise ratio (or equivalently the ratio of predictable components, or RPC) is provided, based on proper scoring rules. This definition is the natural generalisation of the classical RPC, yet it allows…
Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…
In this paper, we develop new test statistics for private hypothesis testing. These statistics are designed specifically so that their asymptotic distributions, after accounting for noise added for privacy concerns, match the asymptotics of…
Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…
This paper illustrates how to calculate the power of a statistical test by computer simulation. It provides R code for power simulations of several classical inference procedures including one- and two-sample t tests, chi-squared tests,…
In the multiple regression model we prove that the coefficient t-test for a variable of interest is uniformly most powerful unbiased, with the other parameters considered nuisance. The proof is based on the theory of tests with…
Two separate statistical tests are described and developed in order to test un-binned data sets for adherence to the power-law form. The first test employs the TP-statistic, a function defined to deviate from zero when the sample deviates…