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Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

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…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

In this paper, we consider testing the homogeneity for proportions in independent binomial distributions especially when data are sparse for large number of groups. We provide broad aspects of our proposed tests such as theoretical studies,…

Statistics Theory · Mathematics 2017-12-14 Junyong Park

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the…

Machine Learning · Statistics 2015-04-22 Stephen Bamattre , Rex Hu , Joseph S. Verducci

This paper is an extension of the work about the exponential increase of the power of two non-parametric tests: the $ Z $-test and the chi-square goodness-of-fit test. Subject to having auxiliary information, it is possible to improve…

Statistics Theory · Mathematics 2021-09-03 Mickael Albertus

Heterogeneity is often natural in many contemporary applications involving massive data. While posing new challenges to effective learning, it can play a crucial role in powering meaningful scientific discoveries through the understanding…

Methodology · Statistics 2016-06-14 Zhao Ren , Yongjian Kang , Yingying Fan , Jinchi Lv

In this paper, we derive mutual information based upper and lower bounds on the number of nonadaptive group tests required to identify a given number of "non defective" items from a large population containing a small number of "defective"…

Information Theory · Computer Science 2016-03-01 Abhay Sharma , Chandra R. Murthy

Testing the homogeneity between two samples of functional data is an important task. While this is feasible for intensely measured functional data, we explain why it is challenging for sparsely measured functional data and show what can be…

Methodology · Statistics 2022-07-05 Changbo Zhu , Jane-Ling Wang

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…

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

This paper considers the problem of testing temporal homogeneity of $p$-dimensional population mean vectors from the repeated measurements of $n$ subjects over $T$ times. To cope with the challenges brought by high-dimensional longitudinal…

Methodology · Statistics 2016-08-29 Ping-Shou Zhong , Jun Li

Large-scale data analysis poses both statistical and computational problems which need to be addressed simultaneously. A solution is often straightforward if the data are homogeneous: one can use classical ideas of subsampling and mean…

Methodology · Statistics 2014-09-10 Peter Bühlmann , Nicolai Meinshausen

We propose a novel nonparametric approach for estimating the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables having their distribution changing from one…

Statistics Theory · Mathematics 2016-05-13 Vincent Brault , Sarah Ouadah , Laure Sansonnet , Céline Lévy-Leduc

We develop a set of scalable Bayesian inference procedures for a general class of nonparametric regression models. Specifically, nonparametric Bayesian inferences are separately performed on each subset randomly split from a massive…

Statistics Theory · Mathematics 2019-09-05 Zuofeng Shang , Botao Hao , Guang Cheng

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

Many studies include a goal of determining whether there is treatment effect heterogeneity across different subpopulations. In this paper, we propose a U-statistic-based non-parametric test of the null hypothesis that the treatment effects…

Methodology · Statistics 2020-12-08 Maozhu Dai , Hal S. Stern

A unified framework is proposed for tests of unobserved heterogeneity in parametric statistic models based on Neyman's $C(\alpha)$ approach. Such tests are irregular in the sense that the first order derivative of the log likelihood with…

Statistics Theory · Mathematics 2014-10-07 Jiaying Gu

Nonparametric rank tests for homogeneity and component independence are proposed, which are based on data compressors. For homogeneity testing the idea is to compress the binary string obtained by ordering the two joint samples and writing…

Data Structures and Algorithms · Computer Science 2012-02-28 Daniil Ryabko , Juergen Schmidhuber