Related papers: Two-Sample Smooth Tests for the Equality of Distri…
When comparing two distributions, it is often helpful to learn at which quantiles or values there is a statistically significant difference. This provides more information than the binary "reject" or "do not reject" decision of a global…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…
We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…
We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…
The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that…
Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…
Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…
This paper deals with testing the equality of $k$ ($k\ge 2$) distribution functions against possible stochastic ordering among them. Two classes of rank tests are proposed for this testing problem. The statistics of the tests under study…
In this work, we study non-parametric hypothesis testing problem with distribution function constraints. The empirical likelihood ratio test has been widely used in testing problems with moment (in)equality constraints. However, some…
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…
Empirical cumulative distribution functions (ECDFs) have been used to test the hypothesis that two samples come from the same distribution since the seminal contribution by Kolmogorov and Smirnov. This paper describes a statistic which is…
Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…
We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…
We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…
In this paper, we construct a consistent non-parametric test for testing the equality of population medians for different samples when the observations in each sample are independent and identically distributed. This test can be further…
We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as nonparametric two-sample tests for univariate data. This includes both continuous and discrete data. In general no…
The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…
A smooth test to simultaneously compare $K$ copulas, where $K \geq 2$ is proposed. The $K$ observed populations can be paired, and the test statistic is constructed based on the differences between moment sequences, called copula…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…