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In this paper, we develop modified versions of the likelihood ratio test for multivariate heteroskedastic errors-in-variables regression models. The error terms are allowed to follow a multivariate distribution in the elliptical class of…

Statistics Theory · Mathematics 2013-03-18 Tatiane F. N. Melo , Silvia L. P. Ferrari , Alexandre G. Patriota

We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…

Methodology · Statistics 2015-10-22 Georg Gutjahr , Björn Bornkamp

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…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…

Statistics Theory · Mathematics 2016-07-06 Jiahua Chen

Estimating the mixing density of a latent mixture model is an important task in signal processing. Nonparametric maximum likelihood estimation is one popular approach to this problem. If the latent variable distribution is assumed to be…

Methodology · Statistics 2024-03-01 Shijie Wang , Minsuk Shin , Ray Bai

In this paper, we consider testing the homogeneity for proportions in independent binomial distributions especially when data are sparse for large number of groups. We provide broad aspects of our proposed tests such as theoretical studies,…

Statistics Theory · Mathematics 2017-12-14 Junyong Park

Ordinary differential equations have been used to model dynamical systems in a broad range. Model checking for parametric ordinary differential equations is a necessary step to check whether the assumed models are plausible. In this paper…

Statistics Theory · Mathematics 2020-03-26 Ran Liu , Yun Fang , Lixing Zhu

New tests are developed for two-way ANOVA models with heterogeneous error variances. The testing problems are considered for testing the significant interaction effects, simple effects, and treatment effects. The likelihood ratio tests…

Methodology · Statistics 2026-03-02 Anjana Mondal , Somesh Kumar

Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…

Artificial Intelligence · Computer Science 2013-03-08 William B. Poland , Ross D. Shachter

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

In lifetime data, like cancer studies, theremay be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, a cure model is needed. In…

Methodology · Statistics 2024-01-31 Ana López-Cheda , M. Amalia Jácome , Ingrid Van Keilegom , Ricardo Cao

In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…

Statistics Theory · Mathematics 2025-11-04 Lucas Kania , Larry Wasserman , Sivaraman Balakrishnan

In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have established the asymptotic distributions of the test statistics under…

Applications · Statistics 2024-03-13 Jianghao Li , Shizhe Hong , Zhenzhen Niu , Zhidong Bai

This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…

Computation · Statistics 2023-02-13 Fernando Llorente , Luca Martino , David Delgado , Javier Lopez-Santiago

Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\cal M}_{\Theta,{\cal G}}=\{\gamma(\cdot,\theta,g):\theta \in \Theta,g\in {\cal G}\}$ for some known function $\gamma$, some compact set…

Statistics Theory · Mathematics 2008-07-16 Ingrid Van Keilegom , César Sánchez Sellero , Wenceslao González Manteiga

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

We study the problem of testing for the presence of random effects in mixed models with high-dimensional fixed effects. To this end, we propose a rank-based graph-theoretic approach to test whether a collection of random effects is zero.…

Methodology · Statistics 2025-06-10 Lynna Chu , Yichuan Bai

In this paper, we apply Vuong's (1989) likelihood ratio tests of non-nested models to the comparison of non-nested structural equation models. Similar tests have been previously applied in SEM contexts (especially to mixture models), though…

Applications · Statistics 2016-11-18 Edgar C. Merkle , Dongjun You , Kristopher J. Preacher

Given $n$ observations from two balanced classes, consider the task of labeling an additional $m$ inputs that are known to all belong to \emph{one} of the two classes. Special cases of this problem are well-known: with complete knowledge of…

Machine Learning · Statistics 2023-11-27 Patrik Róbert Gerber , Tianze Jiang , Yury Polyanskiy , Rui Sun

We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in…

Statistics Theory · Mathematics 2014-08-12 Sivaraman Balakrishnan , Martin J. Wainwright , Bin Yu