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The overwhelming majority of empirical research that uses cluster-robust inference assumes that the clustering structure is known, even though there are often several possible ways in which a dataset could be clustered. We propose two tests…

Econometrics · Economics 2023-03-14 James G. MacKinnon , Morten Ørregaard Nielsen , Matthew D. Webb

The density band model proposed by Kassam for robust hypothesis testing is revisited in this paper. First, a novel criterion for the general characterization of least favorable distributions is proposed, which unifies existing results. This…

Information Theory · Computer Science 2018-03-05 Michael Fauß , Abdelhak M. Zoubir

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

Data-driven versions of Sobolev tests of uniformity on compact Riemannian manifolds are proposed. These tests are invariant under isometries and are consistent against all alternatives. The large-sample asymptotic null distributions are…

Statistics Theory · Mathematics 2008-12-18 P. E. Jupp

A massive dataset often consists of a growing number of (potentially) heterogeneous sub-populations. This paper is concerned about testing various forms of heterogeneity arising from massive data. In a general nonparametric framework, a set…

Statistics Theory · Mathematics 2016-01-26 Junwei Lu , Guang Cheng , Han Liu

We consider the problem of robust inference under the generalized linear model (GLM) with stochastic covariates. We derive the properties of the minimum density power divergence estimator of the parameters in GLM with random design and use…

Methodology · Statistics 2020-04-06 Ayanendranath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

This paper continues the author's previous study \cite{Kura20}, showing that several weak principles inspired by non-normal modal logic suffice to derive various refined forms of the second incompleteness theorem. Among the main results of…

Logic · Mathematics 2025-08-12 Taishi Kurahashi

This paper takes a different look on the problem of testing the mutual independence of the components of a high-dimensional vector. Instead of testing if all pairwise associations (e.g. all pairwise Kendall's $\tau$) between the components…

Statistics Theory · Mathematics 2024-02-14 Patrick Bastian , Holger Dette , Johannes Heiny

This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…

Statistics Theory · Mathematics 2019-06-12 Leo Pasquazzi

Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…

Statistics Theory · Mathematics 2016-04-21 Daniel Gaigall

In recent years numerous methods have been developed to formally verify the robustness of deep neural networks (DNNs). Though the proposed techniques are effective in providing mathematical guarantees about the DNNs behavior, it is not…

Machine Learning · Computer Science 2023-02-01 Debangshu Banerjee , Avaljot Singh , Gagandeep Singh

The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…

Machine Learning · Statistics 2023-08-07 Ambrus Tamás , Dániel Ágoston Bálint , Balázs Csanád Csáji

Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…

Statistics Theory · Mathematics 2019-02-11 Hiroyuki Kasahara , Katsumi Shimotsu

We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is very flexible and includes tests for the proportion of…

Methodology · Statistics 2008-09-25 A. Baillo , J. Carcamo , J. R. Berrendero

For the universal hypothesis testing problem, where the goal is to decide between the known null hypothesis distribution and some other unknown distribution, Hoeffding proposed a universal test in the nineteen sixties. Hoeffding's universal…

Information Theory · Computer Science 2016-11-15 Jayakrishnan Unnikrishnan , Dayu Huang , Sean Meyn , Amit Surana , Venugopal Veeravalli

In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…

Statistics Theory · Mathematics 2025-03-21 Shota Takeishi

We describe a generalization of the group testing problem termed symmetric group testing. Unlike in classical binary group testing, the roles played by the input symbols zero and one are "symmetric" while the outputs are drawn from a…

Information Theory · Computer Science 2011-08-16 Amin Emad , Jun Shen , Olgica Milenkovic

In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano

We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential family. Such `simple' e-variables are easy to compute and…

Methodology · Statistics 2025-04-02 Peter Grünwald , Tyron Lardy , Yunda Hao , Shaul K. Bar-Lev , Martijn de Jong

Hypothesis testing methods that do not rely on exact distribution assumptions have been emerging lately. The method of sign-perturbed sums (SPS) is capable of characterizing confidence regions with exact confidence levels for linear…

Systems and Control · Computer Science 2017-07-03 Sándor Kolumbán , István Vajk , Johan Schoukens