Related papers: A test for k sample Behrens-Fisher problem in high…

We present a growing dimension asymptotic formalism. The perspective in this paper is classification theory and we show that it can accommodate probabilistic networks classifiers, including naive Bayes model and its augmented version. When…

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…

This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on…

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…

We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…

A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of…

We develop a test for spherical symmetry of a multivariate distribution $\Pr$ that works well even when the dimension of the data $d$ is larger than the sample size $n$. We propose a non-negative measure of spherical asymmetry $\zeta(\Pr)$…

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Graph-based tests are a class of non-parametric two-sample tests useful for analyzing high-dimensional data. The test statistics are constructed from similarity graphs (such as K-minimum spanning tree), and consequently, their performance…

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…

When the competing classes in a classification problem are not of comparable size, many popular classifiers exhibit a bias towards larger classes, and the nearest neighbor classifier is no exception. To take care of this problem, we develop…

We consider the asymptotic power performance under local alternatives of the Cochran-Mantel-Haenszel test. Our setting is non-traditional: we investigate randomized experiments that assign subjects via Fisher's blocking design. We show that…

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

This paper derives asymptotic approximations to the power of Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequalities in the case where the parameter is set identified.…

Scale-free networks play a fundamental role in the study of complex networks and various applied fields due to their ability to model a wide range of real-world systems. A key characteristic of these networks is their degree distribution,…

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

We study the problem of distributed Kalman filtering for sensor networks in the presence of model uncertainty. More precisely, we assume that the actual state-space model belongs to a ball, in the Kullback-Leibler topology, about the…

We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…