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Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

We propose a two-sample test for the means of high-dimensional data when the data dimension is much larger than the sample size. Hotelling's classical $T^2$ test does not work for this "large $p$, small $n$" situation. The proposed test…

Statistics Theory · Mathematics 2010-02-25 Song Xi Chen , Ying-Li Qin

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

Methodology · Statistics 2020-10-13 Yaniv Tenzer , Micha Mandel , Or Zuk

We introduce and study new refinements of inversion statistics for permutations, such as k-step inversions, (the number of inversions with fixed position differences) and non-inversion sums (the sum of the differences of positions of the…

Combinatorics · Mathematics 2012-01-13 Joshua Sack , Henning Úlfarsson

We compare different permutation tests and some parametric counterparts that are applicable to unbalanced designs in two by two designs. First the different approaches are shortly summarized. Then we investigate the behavior of the tests in…

Methodology · Statistics 2013-10-01 Sonja Hahn , Frank Konietschke , Luigi Salmaso

This work is motivated by a biological experiment with a split-plot design, for the purpose of comparison of the changing patterns in seed weight from two treatment groups as subgroups in each of the two groups subject to increasing levels…

Methodology · Statistics 2016-11-16 Yishi Wang , Ann E. Stapleton , Cuixian Chen

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga

In the regime of two-sample comparison, tests based on a graph constructed on observations by utilizing similarity information among them is gaining attention due to their flexibility and good performances for high-dimensional/non-Euclidean…

Methodology · Statistics 2019-02-13 Jingru Zhang , Hao Chen

We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…

Econometrics · Economics 2022-07-12 Federico A. Bugni , Jia Li , Qiyuan Li

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

Methodology · Statistics 2014-05-13 Yi-Hui Zhou , Fred Wright

Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

Statistics Theory · Mathematics 2023-01-04 Jin-Ting Zhang , Jingyi Wang , Tianming Zhu

The quantum analogue of the equality function, known as the quantum state identity problem, is the task of deciding whether $n$ unknown quantum states are equal or unequal, given the promise that all states are either pairwise orthogonal or…

Quantum Physics · Physics 2026-04-15 Harry Buhrman , Dmitry Grinko , Philip Verduyn Lunel , Jordi Weggemans

For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…

Methodology · Statistics 2016-06-24 Sarah Friedrich , Edgar Brunner , Markus Pauly

Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…

Statistics Theory · Mathematics 2013-04-23 EunYi Chung , Joseph P. Romano

Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…

Methodology · Statistics 2011-05-12 Ivan Kojadinovic , Johan Segers , Jun Yan

Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…

Methodology · Statistics 2019-12-10 Tim Coleman , Wei Peng , Lucas Mentch

We propose a nonparametric two-sample test procedure based on Maximum Mean Discrepancy (MMD) for testing the hypothesis that two samples of functions have the same underlying distribution, using kernels defined on function spaces. This…

Statistics Theory · Mathematics 2020-10-20 George Wynne , Andrew B. Duncan

While there exists several inferential methods for analyzing functional data in factorial designs, there is a lack of statistical tests that are valid (i) in general designs, (ii) under non-restrictive assumptions on the data generating…

Methodology · Statistics 2023-06-28 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga , Jin-Ting Zhang

For the multi-sample equal covariance function (ECF) testing problem, Zhang (2013) proposed an $L^{2}$-norm based test. However, its asymptotic power and finite sample performance have not been studied. In this paper, its asymptotic power…

Statistics Theory · Mathematics 2016-09-15 Jia Guo , Jin-Ting Zhang

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…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly