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We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes, and the diffusion coefficient is a nuisance function which…

Statistics Theory · Mathematics 2008-01-29 Ilia Negri , Yoichi Nishiyama

We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…

Statistics Theory · Mathematics 2022-06-24 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet , Alban Mbina Mbina

A novel nonparametric test for the equality of the covariance matrices of two Gaussian stationary processes, possibly of different lengths, is proposed. The test translates to testing the equality of two spectral densities and is shown to…

Statistics Theory · Mathematics 2026-02-12 Ilaria Nadin , Tatyana Krivobokova , Farida Enikeeva

Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…

Statistics Theory · Mathematics 2024-09-18 Axel Bücher , Cambyse Pakzad

The notion of testing for equivalence of two treatments is widely used in clinical trials, pharmaceutical experiments,bioequivalence and quality control. It is essentially approached within the intersection-union (IU) principle. According…

Applications · Statistics 2018-02-07 R. Arboretti , E. Carrozzo , F. Pesarin , L. Salmaso

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives…

Statistics Theory · Mathematics 2015-12-31 Danning Li , Lingzhou Xue

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

Testing hypothesis of independence between two random elements on a joint alphabet is a fundamental exercise in statistics. Pearson's chi-squared test is an effective test for such a situation when the contingency table is relatively small.…

Statistics Theory · Mathematics 2025-03-19 Jialin Zhang , Zhiyi Zhang

This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…

Methodology · Statistics 2025-04-25 Chunrong Ai , Zixuan Xu , Zheng Zhang

Independence analysis is an indispensable step before regression analysis to find out essential factors that influence the objects. With many applications in machine Learning, medical Learning and a variety of disciplines, statistical…

Methodology · Statistics 2022-07-08 Wenliang Pan , Yujue Li , Jianwu Liu , Pei Dang , Weixiong Mai

Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…

Machine Learning · Statistics 2025-05-21 Aleksandr Podkopaev , Patrick Blöbaum , Shiva Prasad Kasiviswanathan , Aaditya Ramdas

In this paper we discuss in detail an experimental scheme to test the universality of free fall (UFF) with a differential $^{87}$Rb / $^{85}$Rb atom interferometer applicable for extended free fall of several seconds in the frame of the…

We consider the problem of unambiguous (error-free) discrimination of N linearly independent pure quantum states with prior probabilities, where the goal is to find a measurement that maximizes the average probability of success. We derive…

Quantum Physics · Physics 2015-06-19 Somshubhro Bandyopadhyay

Testing the independence between two random variables $x$ and $y$ is an important problem in statistics and machine learning, where the kernel-based tests of independence is focused to address the study of dependence recently. The advantage…

Methodology · Statistics 2015-04-14 Wen-Yu Hua , Philip Reiss , Debashis Ghosh

Asymptotic independence of the components of random vectors is a concept used in many applications. The standard criteria for checking asymptotic independence are given in terms of distribution functions (dfs). Dfs are rarely available in…

Probability · Mathematics 2009-12-23 Guus Balkema , Natalia Nolde

We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the chi^2-minima of the individual data sets are very low or when several…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Maltoni , T. Schwetz

We propose a new multivariate dependency measure. It is obtained by considering a Gaussian kernel based distance between the copula transform of the given d-dimensional distribution and the uniform copula and then appropriately normalizing…

Statistics Theory · Mathematics 2019-11-12 Angshuman Roy , Alok Goswami , C. A. Murthy

When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…

Machine Learning · Statistics 2016-06-28 Cheng Luo , Richard Yi Da Xu , Yang Xiang

Finding anonymization mechanisms to protect personal data is at the heart of recent machine learning research. Here, we consider the consequences of local differential privacy constraints on goodness-of-fit testing, i.e. the statistical…

Statistics Theory · Mathematics 2021-04-16 Joseph Lam-Weil , Béatrice Laurent , Jean-Michel Loubes

We propose an independence test for random variables valued into metric spaces by using a test statistic obtained from appropriately centering and rescaling the squared Hilbert-Schmidt norm of the usual empirical estimator of normalized…

Statistics Theory · Mathematics 2022-11-11 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet
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