Related papers: Likelihood Ratio Tests for a Dose-Response Effect …
Identifying subgroups of patients with an enhanced response to a new treatment has become an area of increased interest in the last few years. When there is knowledge about possible subpopulations with an enhanced treatment effect before…
In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
For a regression model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback-Leibler divergence, Hellinger distance and $\chi^2$ divergence. The…
We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…
Given an input query, generative models such as large language models produce a random response drawn from a response distribution. Given two input queries, it is natural to ask if their response distributions are the same. While…
When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…
Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…
Rao's spacing test is a widely used nonparametric method for assessing uniformity on the circle. However, its broader applicability in practical settings has been limited because the null distribution is not easily calculated. As a result,…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…
The exploration of associations between random objects with complex geometric structures has catalyzed the development of various novel statistical tests encompassing distance-based and kernel-based statistics. These methods have various…
We initiate the study of differentially private hypothesis testing in the local-model, under both the standard (symmetric) randomized-response mechanism (Warner, 1965, Kasiviswanathan et al, 2008) and the newer (non-symmetric) mechanisms…