English
Related papers

Related papers: Global and Simultaneous Hypothesis Testing for Hig…

200 papers

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

In this paper, we investigate the hypothesis testing problem that checks whether part of covariates / confounders significantly affect the heterogeneous treatment effect given all covariates. This model checking is particularly useful in…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Xu Guo , Lixing Zhu

Given a multiple testing situation, the null hypotheses that appear to have sufficiently low probabilities of truth may be rejected using a simple, nonparametric method of decision theory. This applies not only to posterior levels of…

Probability · Mathematics 2025-10-20 David R. Bickel

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…

Machine Learning · Computer Science 2017-11-27 Fabien Lauer

Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…

Applications · Statistics 2008-12-18 Bradley Efron

We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…

Statistics Theory · Mathematics 2014-09-04 Jacopo Mandozzi , Peter Bühlmann

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…

Methodology · Statistics 2015-07-23 Cuizhen Niu , Xu Guo , Lixing Zhu

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…

Statistics Theory · Mathematics 2015-03-06 Rajarshi Mukherjee , Natesh S. Pillai , Xihong Lin

The analysis of large-scale datasets, especially in biomedical contexts, frequently involves a principled screening of multiple hypotheses. The celebrated two-group model jointly models the distribution of the test statistics with mixtures…

Methodology · Statistics 2023-03-10 Francesco Denti , Stefano Peluso , Michele Guindani , Antonietta Mira

In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Jian Kang

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

This paper is concerned with testing global null hypotheses about population mean vectors of high-dimensional data. Current tests require either strong mixing (independence) conditions on the individual components of the high-dimensional…

Statistics Theory · Mathematics 2023-09-06 Alexander Giessing , Jianqing Fan

The problem of identifying regions of spatially interesting, different or adversarial behavior is inherent to many practical applications involving distributed multisensor systems. In this work, we develop a general framework stemming from…

Signal Processing · Electrical Eng. & Systems 2022-06-14 Martin Gölz , Abdelhak M. Zoubir , Visa Koivunen

This paper is concerned with the testing bilateral linear hypothesis on the mean matrix in the context of the generalized multivariate analysis of variance (GMANOVA) model when the dimensions of the observed vector may exceed the sample…

Methodology · Statistics 2024-04-04 Takayuki Yamada , Tetsuto Himeno , Annika Tillander , Tatjana Pavlenko

We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…

Econometrics · Economics 2023-01-24 Stanislav Anatolyev , Mikkel Sølvsten

Much effort has been done to control the "false discovery rate" (FDR) when $m$ hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion" $\text{FDP}=V/R$ given by the ratio of the number of false…

Statistics Theory · Mathematics 2018-01-09 Marc Ditzhaus , Arnold Janssen

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

Local smoothing testing that is based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, relevant tests suffer from the typical curse of dimensionality resulting…

Methodology · Statistics 2014-05-12 Xu Guo , Lixing Zhu