Related papers: Semiparametrically Point-Optimal Hybrid Rank Tests…
Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…
Network interference amounts to the treatment status of one unit affecting the potential outcome of other units in the population. Testing for spillover effects in this setting makes the null hypothesis non-sharp. An interesting approach to…
Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…
Semi-supervised learning provides an effective paradigm for leveraging unlabeled data to improve a model's performance. Among the many strategies proposed, graph-based methods have shown excellent properties, in particular since they allow…
We propose new nonparametric estimators of the integrated volatility of an It\^{o} semimartingale observed at discrete times on a fixed time interval with mesh of the observation grid shrinking to zero. The proposed estimators achieve the…
We consider stochastic zero-order optimization problems, which arise in settings from simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients of a stochastic…
The present paper considers testing an Erdos--Renyi random graph model against a stochastic block model in the asymptotic regime where the average degree of the graph grows with the graph size n. Our primary interest lies in those cases in…
A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks filters out any trend component that satisfies some…
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…
Numerous studies have been devoted to the estimation and inference problems for functional linear models (FLM). However, few works focus on model checking problem that ensures the reliability of results. Limited tests in this area do not…
We consider the problem of testing whether a single coefficient is equal to zero in linear models when the dimension of covariates $p$ can be up to a constant fraction of sample size $n$. In this regime, an important topic is to propose…
We apply the recent results of F. Hiai, M. Mosonyi and T. Ogawa [arXiv:0707.2020, to appear in J. Math. Phys.] to the asymptotic hypothesis testing problem of locally faithful shift-invariant quasi-free states on a CAR algebra. We use a…
Given a function f: {0,1}^n \to {0,1}, the f-isomorphism testing problem requires a randomized algorithm to distinguish functions that are identical to f up to relabeling of the input variables from functions that are far from being so. An…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…
We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…
Test statistics which are invariant under various subgroups of the orthogonal group are shown to provide tests whose powers are asymptotically equal to their level against the usual type of contiguous alternative in models where the number…
In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated possesses the single-index structure where neither the link function nor the index…
This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find the asymptotic joint distribution for the quadratic form and…
Due to the lack of a canonical ordering in ${\mathbb R}^d$ for $d>1$, defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem in statistics. Optimal transport has been shown to offer a…
In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…