Related papers: Inefficient Best Invariant Tests
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 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…
The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power of…
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…
We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…
For testing goodness of fit, we consider a class of U-statistics of overlapping spacings of order two, and investigate their asymptotic properties. The standard U-statistic theory is not directly applicable here as the overlapping spacings…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
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…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
Non-parametric tests based on permutation, rotation or sign-flipping are examples of group-invariance tests. These tests test invariance of the null distribution under a set of transformations that has a group structure, in the algebraic…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
The problem of testing the goodness of fit of an absolutely continuous distribution to a set of observations grouped into equal probability intervals, against to a family of sequences of alternatives approaching the hypothesis is…
We study the problem of two-sample comparison with categorical data when the contingency table is sparsely populated. In modern applications, the number of categories is often comparable to the sample size, causing existing methods to have…
We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald tests for invariant vectors and $t$-tests for their individual…