Related papers: Distribution-free Multiple Testing
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
The idea of an optimal test statistic in the context of simultaneous hypothesis testing was given by Sun and Tony Cai (2009) which is the conditional probability of a hypothesis being null given the data. Since we do not have a simplified…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…
Consider a random sample from a continuous multivariate distribution function $F$ with copula $C$. In order to test the null hypothesis that $C$ belongs to a certain parametric family, we construct an empirical process on the unit hypercube…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…
We propose a family of tests of the validity of the assumptions underlying independent component analysis methods. The tests are formulated as L2-type procedures based on characteristic functions and involve weights; a proper choice of…
Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…
In this paper, we propose optimal tests for circular reflective symmetry about a fixed median direction. The distributions against which optimality is achieved are the so-called k-sine-skewed distributions of Umbach and Jammalamadaka…
This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests are based on the same martingale transform of the residual…
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…
The sign test (Arbuthnott, 1710) and the Wilcoxon signed-rank test (Wilcoxon, 1945) are among the first examples of a nonparametric test. These procedures -- based on signs, (absolute) ranks and signed-ranks -- yield distribution-free tests…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
In a novel approach to the multiple testing problem, Efron (2004; 2007) formulated estimators of the distribution of test statistics or nominal p-values under a null distribution suitable for modeling the data of thousands of unaffected…
A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…
Motivated by the central role played by rotationally symmetric distributions in directional statistics, we consider the problem of testing rotational symmetry on the hypersphere. We adopt a semiparametric approach and tackle problems where…
This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…
Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of ellipticity so far has not been addressed in a fully…
Motivated by the importance of measuring the association between the response and predictors in high dimensional data, In this article, we propose a new mean variance test of independence between a categorical random variable and a…
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…