Related papers: Statistical tests for evaluating an earthquake pre…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
Nearly all aspects of earthquake rupture are controlled by the friction along the fault that progressively increases with tectonic forcing, but in general cannot be directly measured. We show that fault friction can be determined at any…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…
The meaning of randomization tests has become obscure in statistics education and practice over the last century. This article makes a fresh attempt at rectifying this core concept of statistics. A new term -- "quasi-randomization test" --…
This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
We propose several statistics to test the Markov hypothesis for $\beta$-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov equation. We establish the asymptotic null distributions…
In contrast to its common definition and calculation, interpretation of p-values diverges among statisticians. Since p-value is the basis of various methodologies, this divergence has led to a variety of test methodologies and evaluations…
The possibility to test quantum measurement theories is discussed in the more phenomenological framework of the quantum nondemolition theory. A simple test of the hypothesis of the state vector collapse is proposed by looking for deviations…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
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…
Over the last two decades, strain and GPS measurements have shown that slow slip on earthquake faults is a widespread phenomenon. Slow slip is also inferred from correlated small amplitude seismic signals known as nonvolcanic tremor and low…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…
Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…
Stated choice probabilities are increasingly used in conjunction with the random-coefficient model (RCM) to describe individual preferences. They allow survey respondents to express uncertainty about the future or the incompleteness of a…
Frequency-magnitude distributions, and their associated uncertainties, are of key importance in statistical seismology. When fitting these distributions, the assumption of Gaussian residuals is invalid since event numbers are both discrete…
I propose a general quantum hypothesis testing theory that enables one to test hypotheses about any aspect of a physical system, including its dynamics, based on a series of observations. For example, the hypotheses can be about the…