Related papers: Minimax Lower Bounds for Linear Independence Testi…

Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or…

We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes…

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

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…

This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on…

Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…

We investigate minimax testing for detecting local signals or linear combinations of such signals when only indirect data is available. Naturally, in the presence of noise, signals that are too small cannot be reliably detected. In a…

This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…

Let ${\bf R}$ be the Pearson correlation matrix of $m$ normal random variables. The Rao's score test for the independence hypothesis $H_0 : {\bf R} = {\bf I}_m$, where ${\bf I}_m$ is the identity matrix of dimension $m$, was first…

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives…

In the property testing model, the task is to distinguish objects possessing some property from the objects that are far from it. One of such properties is monotonicity, when the objects are functions from one poset to another. This is an…

We consider the problem of unambiguous (error-free) discrimination of N linearly independent pure quantum states with prior probabilities, where the goal is to find a measurement that maximizes the average probability of success. We derive…

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…

Let $k\leq n$ be two positive integers and $q$ a prime power. The basic question in minimal linear codes is to determine if there exists an $[n,k]_q$ minimal linear code. The first objective of this paper is to present a new sufficient and…

We consider the identity testing problem - or goodness-of-fit testing problem - in multivariate binomial families, multivariate Poisson families and multinomial distributions. Given a known distribution $p$ and $n$ iid samples drawn from an…

This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…

In this paper, we introduce a ${\mathcal L}_2$ type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on the pairwise distance covariance and it accounts for the…

Having observed an $m\times n$ matrix $X$ whose rows are possibly correlated, we wish to test the hypothesis that the columns are independent of each other. Our motivation comes from microarray studies, where the rows of $X$ record…

This work studies exact bounds of Spearman's footrule between two partially observed $n$-dimensional distinct real-valued vectors $X$ and $Y$. The lower bound is obtained by sequentially constructing imputations of the partially observed…

We characterize the maximal attainable power-size gap in overidentified instrumental variables models with heteroskedastic or autocorrelated (HAC) errors. Using total variation distance and Kraft's theorem, we define the decision theoretic…