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The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…

Machine Learning · Statistics 2009-06-30 Sami Hanhijärvi , Kai Puolamäki , Gemma C. Garriga

We introduce a unified approach to testing a variety of rather general null hypotheses that can be formulated in terms of covariances matrices. These include as special cases, for example, testing for equal variances, equal traces, or for…

Statistics Theory · Mathematics 2020-12-23 Paavo Sattler , Arne C. Bathke , Markus Pauly

The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…

Statistics Theory · Mathematics 2014-08-19 Narayanaswamy Balakrishnan , Nirian Martín , Leandro Pardo

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

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…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…

Statistics Theory · Mathematics 2018-01-23 Jinyuan Chang , Chao Zheng , Wen-Xin Zhou , Wen Zhou

Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative…

Econometrics · Economics 2021-07-14 Giuseppe Cavaliere , Zeng-Hua Lu , Anders Rahbek , Yuhong Yang

The assumption of normality has underlain much of the development of statistics, including spatial statistics, and many tests have been proposed. In this work, we focus on the multivariate setting and first review the recent advances in…

Methodology · Statistics 2022-05-18 Wanfang Chen , Marc G. Genton

Here we address dependence among the test statistics in connection with asymptotically Bayes' optimal tests in presence of sparse alternatives. Extending the setup in Bogdan et.al. (2011) we consider an equicorrelated ( with equal…

Methodology · Statistics 2022-08-29 Rahul Roy , Subir Kumar Bhandari

Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…

Methodology · Statistics 2020-03-26 Rui Duan , C. Jason Liang , Pamela Shaw , Cheng Yong Tang , Yong Chen

Simultaneous tests of superiority and non-inferiority hypotheses on multiple endpoints are often performed in clinical trials to demonstrate that a new treatment is superior over a control on at least one endpoint and non-inferior on the…

Methodology · Statistics 2023-10-02 Wenfeng Chen , Naiqing Zhao , Guoyou Qin , Jie Chen

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…

Methodology · Statistics 2021-07-08 Shai Gorsky , Li Ma

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

Statistics Theory · Mathematics 2007-06-13 Hongtu Zhu , Heping Zhang

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…

Methodology · Statistics 2025-06-11 Chase Holcombe

We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to test for change-points in the mean of long-range dependent data. We show that the corresponding self-normalized test statistic converges in…

Statistics Theory · Mathematics 2014-09-10 Annika Betken

In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Information Theory · Computer Science 2024-09-09 Myung Cho , Weiyu Xu , Lifeng Lai

Simultaneous inference allows for the exploration of data while deciding on criteria for proclaiming discoveries. It was recently proved that all admissible post-hoc inference methods for true discoveries must employ closed testing. In this…

Statistics Theory · Mathematics 2022-03-24 Jinjin Tian , Xu Chen , Eugene Katsevich , Jelle Goeman , Aaditya Ramdas

This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…

Artificial Intelligence · Computer Science 2013-03-25 Kathryn Blackmond Laskey

There is a wide availability of methods for testing normality under the assumption of independent and identically distributed data. When data are dependent in space and/or time, however, assessing and testing the marginal behavior is…

Methodology · Statistics 2023-10-17 Minwoo Kim , Marc G Genton , Raphael Huser , Stefano Castruccio
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