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Related papers: A bootstrap test for equality of variances

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Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…

Methodology · Statistics 2018-10-23 Mingjuan Zhang , Yong He , Cheng Zhou , Xinsheng Zhang

Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…

Statistics Theory · Mathematics 2019-01-08 Zhonglei Wang , Jae Kwang Kim , Liuhua Peng

Functional data have been the subject of many research works over the last years. Functional regression is one of the most discussed issues. Specifically, significant advances have been made for functional linear regression models with…

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…

Methodology · Statistics 2025-10-15 Clara Bicalho , Adam Bouyamourn , Thad Dunning

We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…

Statistics Theory · Mathematics 2020-04-28 Holger Dette , Kevin Kokot

This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally…

Methodology · Statistics 2020-11-10 Ryan Chen , Javier Cabrera

This paper provides asymptotically valid tests for the null hypothesis of no treatment effect heterogeneity. Importantly, I consider the presence of heterogeneity that is not explained by observed characteristics, or so-called idiosyncratic…

Econometrics · Economics 2023-04-04 Jaime Ramirez-Cuellar

The problem of testing the equality of the generating processes of two categorical time series is addressed in this work. To this aim, we propose three tests relying on a dissimilarity measure between categorical processes. Particular…

Methodology · Statistics 2023-05-02 Ángel López-Oriona , José Antonio Vilar Fernández , Pierpaolo D'Urso

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

Econometrics · Economics 2026-02-25 Ana Armendariz , Martin Huber

The paper considers a paired data framework and discuss the question of marginal homogeneity of bivariate high dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random…

Methodology · Statistics 2021-05-04 Marc Ditzhaus , Daniel Gaigall

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Methodology · Statistics 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…

Methodology · Statistics 2016-09-16 Jia Guo , Bu Zhou , Jin-Ting Zhang

We propose sieve wild bootstrap analogues to the adaptive Lasso solution path unit root tests of Arnold and Reinschl\"ussel (2024) arXiv:2404.06205 to improve finite sample properties and extend their applicability to a generalised…

Methodology · Statistics 2024-09-13 Martin C. Arnold , Thilo Reinschlüssel

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

We generalize Levene's test for variance (scale) heterogeneity between $k$ groups for more complex data, which includes sample correlation and group membership uncertainty. Following a two-stage regression framework, we show that least…

Methodology · Statistics 2016-05-19 David Soave , Lei Sun

Meta-analysis seeks to combine the results of several experiments in order to improve the accuracy of decisions. It is common to use a test for homogeneity to determine if the results of the several experiments are sufficiently similar to…

Methodology · Statistics 2009-08-01 Elena Kulinskaya , Michael B. Dollinger , Kirsten Bjørkestøl

A critical literature review and comprehensive simulation study is used to show that (a) non-parametric bootstrap is a viable alternative to commonly taught and used methods in basic estimation tasks (mean, variance, quartiles, correlation)…

Methodology · Statistics 2025-10-16 Urša Zrimšek , Erik Štrumbelj

In many experiments in the life sciences, several endpoints are recorded per subject. The analysis of such multivariate data is usually based on MANOVA models assuming multivariate normality and covariance homogeneity. These assumptions,…

Applications · Statistics 2017-12-06 Sarah Friedrich , Markus Pauly

By amalgamating data from disparate sources, the resulting integrated dataset becomes a valuable resource for statistical analysis. In probabilistic record linkage, the effectiveness of such integration relies on the availability of linkage…

Methodology · Statistics 2025-11-10 Siu-Ming Tam , Min Wang , Alicia Rambaldi , Dehua Tao

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa
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