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We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…

Statistics Theory · Mathematics 2019-07-01 Ying Zhu

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

The presence of interference renders classic Fisher randomization tests infeasible due to nuisance unknowns. To address this issue, we propose imputing the nuisance unknowns and computing Fisher randomization p-values multiple times, then…

Methodology · Statistics 2024-11-14 Tingxuan Han , Ke Zhu , Hanzhong Liu , Ke Deng

In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Information Theory · Computer Science 2024-09-09 Myung Cho , Weiyu Xu , Lifeng Lai

Physical theories that depend on many parameters or are tested against data from many different experiments pose unique challenges to statistical inference. Many models in particle physics, astrophysics and cosmology fall into one or both…

This paper proposes a simple unified inference approach on moment restrictions in the presence of nuisance parameters. The proposed test is constructed based on a new characterization that avoids the estimation of nuisance parameters and…

Methodology · Statistics 2025-12-19 Xingyu Li , Xiaojun Song , Zhenting Sun

This work is motivated by learning the individualized minimal clinically important difference, a vital concept to assess clinical importance in various biomedical studies. We formulate the scientific question into a high-dimensional…

Methodology · Statistics 2023-03-28 Huijie Feng , Jingyi Duan , Yang Ning , Jiwei Zhao

The validity of classical hypothesis testing requires the significance level $\alpha$ be fixed before any statistical analysis takes place. This is a stringent requirement. For instance, it prohibits updating $\alpha$ during (or after) an…

Statistics Theory · Mathematics 2026-01-21 Ben Chugg , Tyron Lardy , Aaditya Ramdas , Peter Grünwald

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

Hypothesis testing in singular statistical models is often regarded as inherently problematic due to non-identifiability and degeneracy of the Fisher information. We show that the fundamental obstruction to testing in such models is not…

Statistics Theory · Mathematics 2026-03-02 Sean Plummer

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Statistics Theory · Mathematics 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young , Russell Zaretzki

Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…

Methodology · Statistics 2026-02-23 Lukas Koch

Analysis of low-degree polynomial algorithms is a powerful, newly-popular method for predicting computational thresholds in hypothesis testing problems. One limitation of current techniques for this analysis is their restriction to…

Statistics Theory · Mathematics 2020-11-10 Dmitriy Kunisky

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

This article develops a framework for testing general hypothesis in high-dimensional models where the number of variables may far exceed the number of observations. Existing literature has considered less than a handful of hypotheses, such…

Methodology · Statistics 2017-08-16 Yinchu Zhu , Jelena Bradic

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

Methodology · Statistics 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…

Methodology · Statistics 2025-12-03 Fan Zhang , Zhiming Li

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

Methodology · Statistics 2013-06-26 Jonathan Rosenblatt

To identify statistically significant conclusions, it is proposed to simultaneously test hypotheses and alternatives. It is shown that, under the condition of free combination of hypotheses and alternatives, the closure method leads to…

Methodology · Statistics 2025-09-15 P. A. Koldanov , A. P. Koldanov