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Generalized linear models usually assume a common dispersion parameter, an assumption that is seldom true in practice. Consequently, standard parametric methods may suffer appreciable loss of type I error control. As an alternative, we…

Methodology · Statistics 2024-09-16 Riccardo De Santis , Jelle J. Goeman , Jesse Hemerik , Samuel Davenport , Livio Finos

Nonparametric Instrumental Variables (NPIV) analysis is based on a conditional moment restriction. We show that if this moment condition is even slightly misspecified, say because instruments are not quite valid, then NPIV estimates can be…

Econometrics · Economics 2022-12-13 Ben Deaner

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

Methodology · Statistics 2023-11-09 Feifei Chen , Simos G. Meintanis , Lixing Zhu

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Lucio Barabesi , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

In test equating, ensuring score comparability across different test forms is crucial but particularly challenging when test groups are non-equivalent and no anchor test is available. Local test equating aims to satisfy Lord's equity…

Methodology · Statistics 2026-04-10 Gabriel Wallin , Marie Wiberg

We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…

Statistics Theory · Mathematics 2017-09-22 Mikhail Langovoy

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Nirian Martin , Ayanendranath Basu , Leandro Pardo

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

Methodology · Statistics 2014-05-13 Yi-Hui Zhou , Fred Wright

We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…

Methodology · Statistics 2023-09-28 Harrison H. Li , Art B. Owen

For large classes of group testing problems, we derive lower bounds for the probability that all significant items are uniquely identified using specially constructed random designs. These bounds allow us to optimize parameters of the…

Statistics Theory · Mathematics 2022-02-17 Jack Noonan , Anatoly Zhigljavsky

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

We consider a new group testing model wherein each item is a binary random variable defined by an a priori probability of being defective. We assume that each probability is small and that items are independent, but not necessarily…

Information Theory · Computer Science 2018-07-24 Tongxin Li , Chun Lam Chan , Wenhao Huang , Tarik Kaced , Sidharth Jaggi

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

In many scientific studies, it is of interest to determine whether an exposure has a causal effect on an outcome. In observational studies, this is a challenging task due to the presence of confounding variables that affect both the…

Methodology · Statistics 2020-10-07 Ted Westling

In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…

Methodology · Statistics 2018-04-02 Hugo Raguet , Amandine Marrel

This paper develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov…

Econometrics · Economics 2021-06-01 Giuseppe Cavaliere , Indeewara Perera , Anders Rahbek

As technology advanced, collecting data via automatic collection devices become popular, thus we commonly face data sets with lengthy variables, especially when these data sets are collected without specific research goals beforehand. It…

Machine Learning · Statistics 2022-05-10 Wan-Ping Nicole Chen , Yuan-chin Ivan Chang

We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…

Methodology · Statistics 2025-07-23 Wolfgang Rolke
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