Related papers: A Smoothed P-Value Test When There is a Nuisance P…
We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…
Increased availability of data and accessibility of computational tools in recent years have created unprecedented opportunities for scientific research driven by statistical analysis. Inherent limitations of statistics impose constrains on…
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…
Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…
This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…
The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…
We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…
The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce…
Attacks on the P-value are nothing new, but the recent attacks are increasingly more serious. They come from more mainstream sources, with widening targets such as a call to retire the significance testing altogether. While well meaning, I…
Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…
Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to size distortions when standard critical values are used for…
A wavelet-based changepoint method is proposed that determines when the variability of the noise in a sequence of functional profiles goes out-of-control from a known, fixed value. The functional portion of the profiles are allowed to come…
In this paper we propose new smoothed sign and Wilcoxon's signed rank tests, which are based on a kernel estimator of the underlying distribution function of data. We discuss approximations of $p$-values and asymptotic properties of these…
It is suggested that some shortcomings of Null Hypothesis Significance Testing (NHST), viewed from the perspective of Bayesian statistics, turn benign once the traditional threshold p value of .05 is substituted by a sufficiently smaller…
Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…
Ground Vibration Testing (GVT) supports aircraft certification but often requires lengthy and costly campaigns. Propeller-driven Vibration Testing (PVT) is assessed here as an output-only alternative, in line with Operational Modal Analysis…
In this work we address the problem of detecting whether a sampled probability distribution of a random variable $V$ has infinite first moment. This issue is notably important when the sample results from complex numerical simulation…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
We seek to conduct statistical inference for a large collection of primary parameters, each with its own nuisance parameters. Our approach is partially Bayesian, in that we treat the primary parameters as fixed while we model the nuisance…