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This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

We propose a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown…

Statistics Theory · Mathematics 2013-12-02 Mikhail A. Langovoy , Olaf Wittich

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

Graphical models have long been studied in statistics as a tool for inferring conditional independence relationships among a large set of random variables. The most existing works in graphical modeling focus on the cases that the data are…

Methodology · Statistics 2022-12-12 Siqi Liang , Faming Liang

Random geometric graphs (RGGs) offer a powerful tool for analyzing the geometric and dependence structures in real-world networks. For example, it has been observed that RGGs are a good model for protein-protein interaction networks. In…

Methodology · Statistics 2025-11-20 Mingao Yuan , Feng Yu

This paper studies the problem of nonparametric testing for the effect of a random functional covariate on a real-valued error term. The covariate takes values in $L^2[0,1]$, the Hilbert space of the square-integrable real-valued functions…

Statistics Theory · Mathematics 2012-05-28 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

Methodology · Statistics 2019-01-14 Jianqing Fan , Yang Feng , Lucy Xia

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…

Statistics Theory · Mathematics 2008-05-23 Nicolas Verzelen , Fanny Villers

Regression is one of the most commonly used statistical techniques. However, testing regression systems is a great challenge because of the absence of test oracle in general. In this paper, we show that Metamorphic Testing is an effective…

Methodology · Statistics 2021-08-24 Quang-Hung Luu , Man F. Lau , Sebastian P. H. Ng , Tsong Yueh Chen

In the series of our earlier papers on the subject, we proposed a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We developed…

Computation · Statistics 2011-02-24 Mikhail A. Langovoy , Olaf Wittich

Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…

Machine Learning · Computer Science 2020-06-29 Guillaume Ausset , Stephan Clémençon , François Portier

Estimation of genewise variance arises from two important applications in microarray data analysis: selecting significantly differentially expressed genes and validation tests for normalization of microarray data. We approach the problem by…

Statistics Theory · Mathematics 2010-11-11 Jianqing Fan , Yang Feng , Yue S. Niu

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

We introduce a new regression framework designed to deal with large-scale, complex data that lies around a low-dimensional manifold with noises. Our approach first constructs a graph representation, referred to as the skeleton, to capture…

Machine Learning · Computer Science 2026-03-17 Zeyu Wei , Yen-Chi Chen

This paper is devoted to the nonparametric estimation of the derivative of the regression function in a nonparametric regression model. We implement a very efficient and easy to handle statistical procedure based on the derivative of the…

Statistics Theory · Mathematics 2016-06-21 Bernard Bercu , Sami Capderou , Gilles Durrieu

We consider a nonparametric regression model $Y=r(X)+\varepsilon$ with a random covariate $X$ that is independent of the error $\varepsilon$. Then the density of the response $Y$ is a convolution of the densities of $\varepsilon$ and…

Statistics Theory · Mathematics 2013-12-18 Anton Schick , Wolfgang Wefelmeyer

We introduce two new tools to assess the validity of statistical distributions. These tools are based on components derived from a new statistical quantity, the $comparison$ $curve$. The first tool is a graphical representation of these…

Methodology · Statistics 2024-05-16 Gilles R. Ducharme , Teresa Ledwina

This paper proposes a nonparametric test for $m$th-degree inverse stochastic dominance which is a powerful tool for ranking distribution functions according to social welfare. We construct the test based on empirical process theory. The…

Econometrics · Economics 2023-07-18 Hongyi Jiang , Zhenting Sun , Shiyun Hu