Related papers: Asymptotic hypothesis testing for the colour blind…
In this paper, we consider the problem of testing the equality of two multivariate distributions based on geometric graphs constructed using the interpoint distances between the observations. These include the tests based on the minimum…
In this paper, we construct a consistent non-parametric test for testing the equality of population medians for different samples when the observations in each sample are independent and identically distributed. This test can be further…
We consider the binary hypothesis testing problem with two observers. There are two possible states of nature (or hypotheses). Observations collected by the two observers are statistically related to the true state of nature. The knowledge…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
In this paper we develop a novel nonparametric framework to test the independence of two random variables $\mathbf{X}$ and $\mathbf{Y}$ with unknown respective marginals $H(dx)$ and $G(dy)$ and joint distribution $F(dx dy)$, based on {\it…
We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
There has been much interest in the nonparametric testing of conditional independence in the econometric and statistical literature, but the simplest and potentially most useful method, based on the sample partial correlation, seems to have…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…
We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…
This paper establishes a formal connection between finite-sample and asymptotically minimax robust hypothesis testing under distributional uncertainty. It is shown that, whenever a finite-sample minimax robust test exists, it coincides with…
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…
We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…
A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…
In shape-constrained nonparametric inference, it is often necessary to perform preliminary tests to verify whether a probability mass function (p.m.f.) satisfies qualitative constraints such as monotonicity, convexity, or in general…
We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positive associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of…