Related papers: A rank-based Cram\'er-von-Mises-type test for two …
The scan statistic is by far the most popular method for anomaly detection, being popular in syndromic surveillance, signal and image processing, and target detection based on sensor networks, among other applications. The use of the scan…
Characteristic-function based goodness-of-fit tests are suggested for multivariate observations. The test statistics, which are straightforward to compute, are defined as two-sample criteria measuring discrepancy between multivariate ranks…
For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…
In this paper, I propose a general procedure for multivariate distribution-free nonparametric testing derived from the concept of ranks that are based upon measure transportation in the context of multiple change point analysis. I will use…
The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exceed the length of the time series. This paper proposes…
We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes…
Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…
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…
Due to the lack of a canonical ordering in ${\mathbb R}^d$ for $d>1$, defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem in statistics. Optimal transport has been shown to offer a…
We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…
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…
The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…
Testing uniformity of a sample supported on the hypersphere is one of the first steps when analysing multivariate data for which only the directions (and not the magnitudes) are of interest. In this work, a projection-based Cram\'er-von…
Categorical variables are of uttermost importance in biomedical research. When two of them are considered, it is often the case that one wants to test whether or not they are statistically dependent. We show weaknesses of classical methods…
A fundamental challenge in comparing two survival distributions with right censored data is the selection of an appropriate nonparametric test, as the power of standard tests like the Log rank and Wilcoxon is highly dependent on the often…
Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…
Network (graph) data analysis is a popular research topic in statistics and machine learning. In application, one is frequently confronted with graph two-sample hypothesis testing where the goal is to test the difference between two graph…
Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…
Ranking populations such as institutions based on certain characteristics is often of interest, and these ranks are typically estimated using samples drawn from the populations. Due to sample randomness, it is important to quantify the…