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Studies to compare the survival of two or more groups using time-to-event data are of high importance in medical research. The gold standard is the log-rank test, which is optimal under proportional hazards. As the latter is no simple…

Methodology · Statistics 2022-10-25 Ina Dormuth , Tiantian Liu , Jin Xu , Markus Pauly , Marc Ditzhaus

Shape constraints yield flexible middle grounds between fully nonparametric and fully parametric approaches to modeling distributions of data. The specific assumption of log-concavity is motivated by applications across economics, survival…

Methodology · Statistics 2024-04-16 Robin Dunn , Aditya Gangrade , Larry Wasserman , Aaditya Ramdas

The paper discusses a statistical problem related to testing for differences between two sparse networks with community structures. The community-wise edge probability matrices have entries of order $O(n^{-1}/\log n)$, where $n$ represents…

Applications · Statistics 2023-04-04 Qianyong Wu , Jiang Hu

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

Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

This paper deals with the issue of testing hypothesis in symmetric and log-symmetric linear regression models in small and moderate-sized samples. We focus on four tests, namely the Wald, likelihood ratio, score, and gradient tests. These…

Methodology · Statistics 2016-02-03 Francisco M. C. Medeiros , Silvia L. P. Ferrari

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

Methodology · Statistics 2026-01-14 Alberto Bordino , Thomas B. Berrett

Given samples from an unknown distribution $p$, is it possible to distinguish whether $p$ belongs to some class of distributions $\mathcal{C}$ versus $p$ being far from every distribution in $\mathcal{C}$? This fundamental question has…

Data Structures and Algorithms · Computer Science 2015-12-09 Jayadev Acharya , Constantinos Daskalakis , Gautam Kamath

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

Methodology · Statistics 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt

The density band model proposed by Kassam for robust hypothesis testing is revisited in this paper. First, a novel criterion for the general characterization of least favorable distributions is proposed, which unifies existing results. This…

Information Theory · Computer Science 2018-03-05 Michael Fauß , Abdelhak M. Zoubir

We study a variant of the simple hypothesis testing problem where observed samples do not necessarily come from either of the specified distributions, but rather from a close variant of them. In this setting, we require a test that is…

Statistics Theory · Mathematics 2026-04-21 Eeshan Modak , Sivaraman Balakrishnan , Ananda Theertha Suresh

In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…

Machine Learning · Computer Science 2022-12-16 Nuno Costa , Nuno Moniz

Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…

Statistics Theory · Mathematics 2023-06-09 Yiting Chen , Wei Lin , Xiaoping Shi

In this paper we introduce a new family of estimators for the parameters of shape and scale of the log-logistic distribution being robust when rank set sample method is used to select the data. Rank set sampling arises as a way to reduce…

Statistics Theory · Mathematics 2024-04-05 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

We investigate the issue of parameter estimation with nonuniform negative sampling for imbalanced data. We first prove that, with imbalanced data, the available information about unknown parameters is only tied to the relatively small…

Machine Learning · Statistics 2021-10-26 HaiYing Wang , Aonan Zhang , Chong Wang

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…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman