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Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

We test the isotropy of the local distribution of galaxies using the 2MASS extended source catalogue. By decomposing the full sky survey into distinct patches and using a combination of photometric and spectroscopic redshift data, we use…

Cosmology and Nongalactic Astrophysics · Physics 2014-10-29 Stephen Appleby , Arman Shafieloo

Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable to spaces of any dimension, for instance, multivariate and…

Statistics Theory · Mathematics 2024-07-31 Felix Gnettner , Claudia Kirch , Alicia Nieto-Reyes

Cosmography is a model-independent phenomenological approach to observational cosmology, relying on Taylor series expansions of physical quantities as a function of the cosmological redshift or other analogous variables. A recent work…

Cosmology and Nongalactic Astrophysics · Physics 2025-08-27 C. J. A. P. Martins

We introduce a powerful scan statistic and the corresponding test for detecting the presence and pinpointing the location of a change point within the distribution of a data sequence with the data elements residing in a separable metric…

Methodology · Statistics 2026-01-27 Paromita Dubey , Minxing Zheng

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

A fundamental functional in nonparametric statistics is the Mann-Whitney functional ${\theta} = P (X < Y )$ , which constitutes the basis for the most popular nonparametric procedures. The functional ${\theta}$ measures a location or…

Methodology · Statistics 2023-11-30 Jonas Beck , Patrick B. Langthaler , Arne C. Bathke

This work is concerned with the detection of a mixture distribution from a $\mathbb{R}$-valued sample. Given a sample $X_1,\dots,X_n$ and an even density $\phi$, our aim is to detect whether the sample distribution is $\phi(\cdot-\mu)$ for…

Statistics Theory · Mathematics 2016-01-22 Béatrice Laurent , Clément Marteau , Cathy Maugis-Rabusseau

This paper reconsiders the problem of testing the equality of two unspecified continuous distributions. The framework, which we propose, allows for readable and insightful data visualisation and helps to understand and quantify how two…

Methodology · Statistics 2025-03-04 Bogdan Ćmiel , Teresa Ledwina

For spatially dependent functional data, a generalized Karhunen-Lo\`{e}ve expansion is commonly used to decompose data into an additive form of temporal components and spatially correlated coefficients. This structure provides a convenient…

Methodology · Statistics 2021-11-08 Decai Liang , Hui Huang , Yongtao Guan , Fang Yao

It is well known that non-parametric methods suffer from the "curse of dimensionality". We propose here a new estimation method for a multivariate distribution, using sub-sampling and ranks, which seems not to suffer from this "curse". We…

Statistics Theory · Mathematics 2013-11-08 Collet Jérôme

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

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

The Wilcoxon-Mann-Whitney test is a robust competitor of the t-test in the univariate setting. For finite dimensional multivariate data, several extensions of the Wilcoxon-Mann-Whitney test have been shown to have better performance than…

Methodology · Statistics 2014-03-04 Anirvan Chakraborty , Probal Chaudhuri

The analysis of continuously spatially varying processes usually considers two sources of variation, namely, the large-scale variation collected by the trend of the process, and the small-scale variation. Parametric trend models on latitude…

We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…

Methodology · Statistics 2022-07-26 Joydeep Chowdhury , Probal Chaudhuri

Given two independent samples of non-negative random variables with unknown distribution functions $F$ and $G$, respectively, we introduce and discuss two tests for the hypothesis that $F$ is less than or equal to $G$ in increasing convex…

Statistics Theory · Mathematics 2009-02-10 Ludwig Baringhaus , Rudolf Grübel

In astronomy, there is an opportunity to enhance the practice of validating models through statistical techniques, specifically to account for measurement error uncertainties. While models are commonly used to describe observations, there…

Instrumentation and Methods for Astrophysics · Physics 2023-08-09 Fiorenzo Stoppa , Eric Cator , Gijs Nelemans

We propose a sequential nonparametric test for detecting a change in distribution, based on windowed Kolmogorov--Smirnov statistics. The approach is simple, robust, highly computationally efficient, easy to calibrate, and requires no…

Methodology · Statistics 2016-12-26 Oscar Hernan Madrid Padilla , Alex Athey , Alex Reinhart , James G. Scott

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as non-parametric two-sample tests for multivariate data. In two dimensions this includes both continuous and discrete…

Methodology · Statistics 2026-05-13 Wolfgang Rolke