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Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

In this paper, we investigate the adequacy testing problem of high-dimensional factor-augmented regression model. Existing test procedures perform not well under dense alternatives. To address this critical issue, we introduce a novel…

Methodology · Statistics 2025-04-04 Yanmei Shi , Leheng Cai , Xu Guo , Shurong Zheng

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Methodology · Statistics 2023-10-03 Dan D. Erdmann-Pham

Modern high-throughput biomedical devices routinely produce data on a large scale, and the analysis of high-dimensional datasets has become commonplace in biomedical studies. However, given thousands or tens of thousands of measured…

Methodology · Statistics 2022-02-28 Vladimir Vutov , Thorsten Dickhaus

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

Missing data present challenges in data analysis. Naive analyses such as complete-case and available-case analysis may introduce bias and loss of efficiency, and produce unreliable results. Multiple imputation (MI) is one of the most widely…

Methodology · Statistics 2019-05-15 Domonique W. Hodge , Sandra E. Safo , Qi Long

Large-scale multiple testing under static factor models is widely used to detect sparse signals in high-dimensional data. However, static factor models are arguably too stringent because they ignore serial correlation, which seriously…

Statistics Theory · Mathematics 2025-04-04 Xinxin Yang , Lilun Du

Diagnostic accuracy studies assess sensitivity and specificity of a new index test in relation to an established comparator or the reference standard. The development and selection of the index test is usually assumed to be conducted prior…

Methodology · Statistics 2022-08-30 Max Westphal , Antonia Zapf

The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In…

Machine Learning · Statistics 2015-04-14 Gregory Darnell , Stoyan Georgiev , Sayan Mukherjee , Barbara E Engelhardt

Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity…

Methodology · Statistics 2020-09-15 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu

We study high-dimensional two-sample mean comparison and address the curse of dimensionality through data-adaptive projections. Leveraging the low-dimensional and localized signal structures commonly seen in single-cell genomics data, our…

Methodology · Statistics 2025-06-12 Tianyu Zhang , Jing Lei , Kathryn Roeder

Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for…

Statistics Theory · Mathematics 2012-02-13 Alexandre Lung-Yut-Fong , Céline Lévy-Leduc , Olivier Cappé

Gene expression and phenotype association can be affected by potential unmeasured confounders from multiple sources, leading to biased estimates of the associations. Since genetic variants largely explain gene expression variations, they…

Methodology · Statistics 2019-10-23 Jiarui Lu , Hongzhe Li

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

Differences between biological networks corresponding to disease conditions can help delineate the underlying disease mechanisms. Existing methods for differential network analysis do not account for dependence of networks on covariates. As…

Methodology · Statistics 2021-05-18 Aaron Hudson , Ali Shojaie

This paper proposes a novel testing procedure for selecting a sparse set of covariates that explains a large dimensional panel. Our selection method provides correct false detection control while having higher power than existing…

Econometrics · Economics 2023-03-09 Markus Pelger , Jiacheng Zou

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

Heteroscedasticity testing is of importance in regression analysis. Existing local smoothing tests suffer severely from curse of dimensionality even when the number of covariates is moderate because of use of nonparametric estimation. In…

Methodology · Statistics 2015-10-14 Xuehu Zhu , Fei Chen , Xu Guo , Lixing Zhu

Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage sampling rules and stopping rules to perform…

Methodology · Statistics 2011-07-12 Jay Bartroff , Tze Leung Lai