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Related papers: On maxispaces of nonparametric tests

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For the problem of nonparametric detection of signal in Gaussian white noise we point out strong asymptotically minimax tests. The sets of alternatives are a ball in Besov space $B^r_{2\infty}$ with "small" balls in $L_2$ removed.

Statistics Theory · Mathematics 2017-05-23 Mikhail Ermakov

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Frechet sample means is derived leading to an asymptotic distribution theory of intrinsic…

Statistics Theory · Mathematics 2007-06-13 Rabi Bhattacharya , Vic Patrangenaru

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

We propose a new definition of the chi-square divergence between distributions. Based on convexity properties and duality, this version of the {\chi}^2 is well suited both for the classical applications of the {\chi}^2 for the analysis of…

Statistics Theory · Mathematics 2011-01-26 Michel Broniatowski , Samantha Leorato

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…

Statistics Theory · Mathematics 2022-04-12 Jonathan B. Hill

Along the lines of Janssen's and Pfanzagl's work the testing theory for statistical functionals is further developed for non-parametric one-sample problems. Efficient tests for the one-sided and two-sided problems are derived for…

Statistics Theory · Mathematics 2013-11-11 Vladimir Ostrovski

The statistical analysis of discrete data has been the subject of extensive statistical research dating back to the work of Pearson. In this survey we review some recently developed methods for testing hypotheses about high-dimensional…

Machine Learning · Statistics 2017-12-19 Sivaraman Balakrishnan , Larry Wasserman

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

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 consider the detection problem of a two-dimensional function from noisy observations of its integrals over lines. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived…

Statistics Theory · Mathematics 2012-01-26 Yuri I. Ingster , Theofanis Sapatinas , Irina A. Suslina

We introduce nonparametric tests of independence for bivariate circular data based on trigonometric moments. Our contributions lie in (i) proposing nonparametric tests that are locally and asymptotically optimal against bivariate cosine von…

A general lower bound is developed for the minimax risk when estimating an arbitrary functional. The bound is based on testing two composite hypotheses and is shown to be effective in estimating the nonsmooth functional…

Statistics Theory · Mathematics 2011-05-17 T. Tony Cai , Mark G. Low

Instead of testing solely a precise hypothesis, it is often useful to enlarge it with alternatives that are deemed to differ from it negligibly. For instance, in a bioequivalence study one might consider the hypothesis that the…

Methodology · Statistics 2024-03-12 Rodrigo F. L. Lassance , Rafael Izbicki , Rafael B. Stern

In this work, we study non-parametric hypothesis testing problem with distribution function constraints. The empirical likelihood ratio test has been widely used in testing problems with moment (in)equality constraints. However, some…

Statistics Theory · Mathematics 2016-05-03 Yingxi Liu , Ahmed Tewfik

We derive minimax testing errors in a distributed framework where the data is split over multiple machines and their communication to a central machine is limited to $b$ bits. We investigate both the $d$- and infinite-dimensional signal…

Statistics Theory · Mathematics 2022-12-13 Botond Szabó , Lasse Vuursteen , Harry van Zanten

We consider the problem of testing a particular type of composite null hypothesis under a nonparametric multivariate regression model. For a given quadratic functional $Q$, the null hypothesis states that the regression function $f$…

Statistics Theory · Mathematics 2013-01-09 Laëtitia Comminges , Arnak Dalalyan

We continue the investigation of Bernstein-von Mises theorems for nonparametric Bayes procedures from [Ann. Statist. 41 (2013) 1999-2028]. We introduce multiscale spaces on which nonparametric priors and posteriors are naturally defined,…

Statistics Theory · Mathematics 2014-10-03 Ismaël Castillo , Richard Nickl

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra