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Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete…

Statistics Theory · Mathematics 2022-01-24 Yongcheng Qi , Yingchao Zhou

This paper studies model checking for general parametric regression models having no dimension reduction structures on the predictor vector. Using any U-statistic type test as an initial test, this paper combines the sample-splitting and…

Methodology · Statistics 2023-08-21 Feng Liang , Chuhan Wang , jiaqi Huang , Lixing Zhu

We propose a multiple-splitting projection test (MPT) for one-sample mean vectors in high-dimensional settings. The idea of projection test is to project high-dimensional samples to a 1-dimensional space using an optimal projection…

Methodology · Statistics 2022-04-19 Wanjun Liu , Xiufan Yu , Runze Li

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…

Methodology · Statistics 2012-02-10 Juergen Laeuter , Maciej Rosolowski , Ekkehard Glimm

The asymptotic efficiency, ARE_{p,2}, of the tests for multivariate means theta in \R^d based on the p-means relative to the standard 2-mean, (approximate) likelihood ratio test (LRT), is considered for large dimensions d. It turns out that…

Statistics Theory · Mathematics 2010-06-04 Iosif Pinelis

The random vector of frequencies in a generalized urn model is viewed as conditionally independent random variables, given their sum. Such a representation is exploited to derive Edgeworth expansions for a sum of functions of such…

Probability · Mathematics 2014-01-20 Sh. M. Mirakhmedov , S. Rao Jammalamadaka , Ibrahim B. Mohamed

Projection-based testing for mean trajectory differences in two groups of irregularly and sparsely observed functional data has garnered significant attention in the literature because it accommodates a wide spectrum of group differences…

Methodology · Statistics 2023-10-11 Salil Koner , Sheng Luo

Testing the equality of mean vectors across $g$ different groups plays an important role in many scientific fields. In regular frameworks, likelihood-based statistics under the normality assumption offer a general solution to this task.…

Statistics Theory · Mathematics 2026-01-13 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

This paper is concerned with the testing bilateral linear hypothesis on the mean matrix in the context of the generalized multivariate analysis of variance (GMANOVA) model when the dimensions of the observed vector may exceed the sample…

Methodology · Statistics 2024-04-04 Takayuki Yamada , Tetsuto Himeno , Annika Tillander , Tatjana Pavlenko

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample…

Statistics Theory · Mathematics 2015-03-17 Artur Lemonte , Silvia Ferrari

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis

High-dimensional mean vector testing problem for two or more groups remain a very active research area. In these setting, traditional tests are not applicable because they involve the inversion of rank deficient group covariance matrix. In…

Methodology · Statistics 2022-09-12 Roger S Zoh , Fangzheng Xie

For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, the test statistics for one-same and two-sample cases were…

Statistics Theory · Mathematics 2019-04-23 Seonghun Cho , Johan Lim , Deepak Nag Ayyala , Junyong Park , Anindya Roy

Although several nonparametric tests are available for testing population identical distributions or equal means in multiple groups problem, the Van der Waerden test has asymptotically the same efficiency as the classical one-way analysis…

Methodology · Statistics 2022-03-07 Elsayed Elamir

We establish the validity of the empirical Edgeworth expansion (EE) for a studentized trimmed mean, under the sole condition that the underlying distribution function of the observations satisfies a local smoothness condition near the two…

Statistics Theory · Mathematics 2011-06-28 Nadezhda Gribkova , Roelof Helmers

A class of nonparametric two-sample tests has been proposed in this article. As a generalization of the original \v{S}id\'aks' test, the proposed test statistic is developed as the sum of the maximal precedence and maximal exceedance…

Methodology · Statistics 2022-08-05 Niladri Chakrabortya , Di Cui , Min Xie

In this paper, a procedure is given for estimating the population mean in simple random sampling without replacement in the presence of auxiliary information. The mean squared error expressions of the proposed estimators have been derived…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Mukesh Kumar , Manoj K. Chaudhary

Testing the equality of two high-dimensional mean vectors is a fundamental problem in multivariate analysis. While the classical Hotelling's $T^2$ test is optimal in low-dimensional settings, it fails when the dimension $p$ is comparable to…

Methodology · Statistics 2026-05-22 Minsub Shin , Kwangok Seo , Sang Han Lee , Johan Lim

One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…

Methodology · Statistics 2024-01-04 Daniel Ochieng
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