English
Related papers

Related papers: A rank-based Cram\'er-von-Mises-type test for two …

200 papers

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

A rank-based test of the null hypothesis that a regressor has no effect on a response variable is proposed and analyzed. This test is identical in structure to the order selection test but with the raw data replaced by ranks. The test is…

Statistics Theory · Mathematics 2008-12-18 Jeffrey D. Hart

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

Following the line of classification-based two-sample testing, tests based on the Random Forest classifier are proposed. The developed tests are easy to use, require almost no tuning, and are applicable for any distribution on…

Methodology · Statistics 2021-05-07 Simon Hediger , Loris Michel , Jeffrey Näf

Clinical trials often involve the assessment of multiple endpoints to comprehensively evaluate the efficacy and safety of interventions. In the work, we consider a global nonparametric testing procedure based on multivariate rank for the…

Methodology · Statistics 2023-06-29 Kexuan Li , Lingli Yang , Shaofei Zhao , Susie Sinks , Luan Lin , Peng Sun

Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…

Statistics Theory · Mathematics 2026-03-10 Joshua Agterberg , Minh Tang , Carey Priebe

While most treatment evaluations focus on binary interventions, a growing literature also considers continuously distributed treatments. We propose a Cram\'{e}r-von Mises-type test for testing whether the mean potential outcome given a…

Econometrics · Economics 2022-08-30 Yu-Chin Hsu , Martin Huber , Ying-Ying Lee , Chu-An Liu

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…

Methodology · Statistics 2024-04-04 Hongfei Wang , Binghui Liu , Long Feng

We consider the problem of independence testing for two univariate random variables in a sequential setting. By leveraging recent developments on safe, anytime-valid inference, we propose a test with time-uniform type I error control and…

Methodology · Statistics 2024-01-29 Alexander Henzi , Michael Law

We derive the asymptotic distribution of the spatial Cram'{e}r--von Mises statistic for testing bivariate independence in stationary random fields on $\mathbb{R}^2$ under polynomial $\beta$-mixing dependence, and document the Python…

Methodology · Statistics 2026-05-20 Marco Mandap

The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…

Machine Learning · Computer Science 2023-04-11 Shuai Li , Ziqi Chen , Hongtu Zhu , Christina Dan Wang , Wang Wen

Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…

Methodology · Statistics 2025-06-11 Chase Holcombe

This paper provides a nonparametric test for the identity of two multivariate continuous distribution functions (d.f.'s) when they differ in locations. The test uses Wilcoxon rank-sum statistics on distances between observations for each of…

Applications · Statistics 2019-08-08 Soumita Modak , Uttam Bandyopadhyay

Motivated by the importance of measuring the association between the response and predictors in high dimensional data, In this article, we propose a new mean variance test of independence between a categorical random variable and a…

Methodology · Statistics 2018-02-01 Hengjian Cui , Wei Zhong

A common disadvantage in existing distribution-free two-sample testing approaches is that the computational complexity could be high. Specifically, if the sample size is $N$, the computational complexity of those two-sample tests is at…

Methodology · Statistics 2017-07-18 Cheng Huang , Xiaoming Huo

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hao Liu

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

Methodology · Statistics 2018-05-01 Hao Chen , Xu Chen , Yi Su

We study the problem of testing for the presence of random effects in mixed models with high-dimensional fixed effects. To this end, we propose a rank-based graph-theoretic approach to test whether a collection of random effects is zero.…

Methodology · Statistics 2025-06-10 Lynna Chu , Yichuan Bai

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

We study the problem of two-sample comparison with categorical data when the contingency table is sparsely populated. In modern applications, the number of categories is often comparable to the sample size, causing existing methods to have…

Methodology · Statistics 2014-08-14 Hao Chen , Nancy R. Zhang