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Permutation-based partial-correlation tests guarantee finite-sample Type I error control under any fixed design and exchangeable noise, yet their power can collapse when the permutation-augmented design aligns too closely with the covariate…

Methodology · Statistics 2025-06-04 Tianyi Wang , Guanghui Wang , Zhaojun Wang , Changliang Zou

In this study, we propose a test for the coefficient randomness in autoregressive models where the autoregressive coefficient is local to unity, which is empirically relevant given the results of earlier studies. Under this specification,…

Econometrics · Economics 2026-04-29 Mikihito Nishi

The indirect effect of an exposure on an outcome through an intermediate variable can be identified by a product of two regression coefficients under certain causal and regression modeling assumptions. In this context, the null hypothesis…

Statistics Theory · Mathematics 2025-07-23 Caleb H. Miles , Antoine Chambaz

The behavior of the power function of autocorrelation tests such as the Durbin-Watson test in time series regressions or the Cliff-Ord test in spatial regression models has been intensively studied in the literature. When the correlation…

Statistics Theory · Mathematics 2020-12-16 David Preinerstorfer , Benedikt M. Pötscher

Testing restrictions on regression coefficients in linear models often requires correcting the conventional F-test for potential heteroskedasticity or autocorrelation amongst the disturbances, leading to so-called heteroskedasticity and…

Statistics Theory · Mathematics 2016-12-21 David Preinerstorfer , Benedikt M. Pötscher

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…

Statistical Finance · Quantitative Finance 2013-10-10 Ladislav Kristoufek

Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over-…

Data Analysis, Statistics and Probability · Physics 2021-06-30 Lukas Koch

We investigate the power of weak measurements in the framework of quantum state discrimination. First, we define and analyze the notion of weak consecutive measurements. Our main result is a convergence theorem whereby we demonstrate when…

Quantum Physics · Physics 2015-06-23 Boaz Tamir , Eliahu Cohen , Avner Priel

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…

Statistics Theory · Mathematics 2022-08-22 Jelena Bradic , Jianqing Fan , Yinchu Zhu

Despite its importance to experimental design, statistical power (the probability that, given a real effect, an experiment will reject the null hypothesis) has largely been ignored by the NLP community. Underpowered experiments make it more…

Computation and Language · Computer Science 2020-10-15 Dallas Card , Peter Henderson , Urvashi Khandelwal , Robin Jia , Kyle Mahowald , Dan Jurafsky

Two-sample network hypothesis testing is an important inference task with applications across diverse fields such as medicine, neuroscience, and sociology. Many of these testing methodologies operate under the implicit assumption that the…

Methodology · Statistics 2024-05-28 Ayushi Saxena , Vince Lyzinski

Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…

Methodology · Statistics 2017-10-03 Stanislav Kolenikov , Heather Hammer

Correlation testing provides a quick method of discriminating amongst potential terms to include in a nuclear mass formula or functional and is a necessary tool for further nuclear mass models; however a firm mathematical foundation of the…

Nuclear Theory · Physics 2013-05-14 M. G. Bertolli

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

We propose a nonparametric procedure to test for changes in correlation matrices at an unknown point in time. The new test requires only mild assumptions on the serial dependence structure and has considerable power in finite samples. We…

Methodology · Statistics 2014-10-29 Dominik Wied

Hypothesis testing of structure in correlation and covariance matrices is of broad interest in many application areas. In high dimensions and/or small to moderate sample sizes, high error rates in testing is a substantial concern. This…

Methodology · Statistics 2026-01-07 Ziyang Ding , David Dunson

In causal inference, we can consider a situation in which treatment on one unit affects others, i.e., interference exists. In the presence of interference, we cannot perform a classical randomization test directly because a null hypothesis…

Methodology · Statistics 2022-03-22 Mizuho Yanagi , Tomonari Sei

The inverse problem of statistical mechanics involves finding the minimal Hamiltonian that is consistent with some observed set of correlation functions. This problem has received renewed interest in the analysis of biological networks; in…

Neurons and Cognition · Quantitative Biology 2010-12-30 Feraz Azhar , William Bialek

Power series distributions form a useful subclass of one-parameter discrete exponential families suitable for modeling count data. A zero-inflated power series distribution is a mixture of a power series distribution and a degenerate…

Statistics Theory · Mathematics 2008-12-18 Archan Bhattacharya , Bertrand S. Clarke , Gauri S. Datta
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