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We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…

Statistics Theory · Mathematics 2007-06-13 Peter J. Bickel , Ya'acov Ritov , Thomas M. Stoker

The null hypothesis test (NHT) is widely used for validating scientific hypotheses but is actually highly criticized. Although Bayesian tests overcome several criticisms, some limits remain. We propose a Bayesian two-interval test (2IT) in…

Methodology · Statistics 2021-07-06 Nicolas Meyer , Erik-André Sauleau

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis

We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…

Statistics Theory · Mathematics 2023-06-09 Kang Wang , Subhashis Ghosal

This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…

Econometrics · Economics 2023-04-18 Pedro H. C. Sant'Anna , Xiaojun Song

This paper addresses the challenges in classifying textual data obtained from open online platforms, which are vulnerable to distortion. Most existing classification methods minimize the overall classification error and may yield an…

Methodology · Statistics 2020-09-17 Lucy Xia , Richard Zhao , Yanhui Wu , Xin Tong

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

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

This paper describes a framework for flexible multiple hypothesis testing of autoregressive time series. The modeling approach is Bayesian, though a blend of frequentist and Bayesian reasoning is used to evaluate procedures. Nonparametric…

Applications · Statistics 2010-09-30 James G. Scott

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

This paper introduces a novel multi-stage decision-making model that integrates hypothesis testing and dynamic programming algorithms to address complex decision-making scenarios.Initially,we develop a sampling inspection scheme that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ziyang Liu , Yurui Hu , Yihan Deng

This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…

Statistics Theory · Mathematics 2014-09-24 Isaiah Andrews , Anna Mikusheva

Statistical hypothesis testing is the central method to demarcate scientific theories in both exploratory and inferential analyses. However, whether this method befits such purpose remains a matter of debate. Established approaches to…

Data Analysis, Statistics and Probability · Physics 2024-10-29 Orestis Loukas , Ho-Ryun Chung

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…

Statistics Theory · Mathematics 2007-07-02 Khosrow Fazli

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

In this paper, we study a fault-tolerant control for systems consisting of multiple homogeneous components such as parallel processing machines. This type of system is often more robust to uncertainty compared to those with a single…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam

It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible…

Data Analysis, Statistics and Probability · Physics 2011-10-11 Mike Williams

This paper addresses patient heterogeneity associated with prediction problems in biomedical applications. We propose a systematic hypothesis testing approach to determine the existence of patient subgroup structure and the number of…

Methodology · Statistics 2021-01-08 Xu Gao , Weining Shen , Jing Ning , Ziding Feng , Jianhua Hu

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

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

Statistics Theory · Mathematics 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman