Related papers: Consistency of permutation tests for HSIC and dHSI…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
In group sequential designs, where several data looks are conducted for early stopping, we generally assume the vector of test statistics from the sequential analyses follows (at least approximately or asymptotially) a multivariate normal…
In this paper, we introduce a ${\mathcal L}_2$ type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on the pairwise distance covariance and it accounts for the…
In this article, we propose a one-sample test to check whether the support of the unknown distribution generating the data is homologically equivalent to the support of some specified distribution or not OR using the corresponding…
This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…
Test of independence plays a fundamental role in many statistical techniques. Among the nonparametric approaches, the distance-based methods (such as the distance correlation based hypotheses testing for independence) have numerous…
The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…
For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…
In qualitative statistics, permutation tests are very popular, mainly because of their finite-sample exactness under exchangeability. However, in non-exchangeable settings, the covariance structure of permuted statistics typically differs…
This article develops a significance test for the Difference-in-Differences (DiD) estimator based on dual-margin randomization, in which both the treatment and time indicators are independently permuted to generate an empirical null…
Meta-analysis is a well-established tool used to combine data from several independent studies, each of which usually compares the effect of an experimental treatment with a control group. While meta-analyses are often performed using…
How to select the active variables which have significant impact on the event of interest is a very important and meaningful problem in the statistical analysis of ultrahigh-dimensional data. Sure independent screening procedure has been…
An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…
In this article, we consider the complete independence test of high-dimensional data. Based on Chatterjee coefficient, we pioneer the development of quadratic test and extreme value test which possess good testing performance for…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…
The model for homogeneity of proportions in a two-way contingency-table/cross-tabulation is the same as the model of independence, except that the probabilistic process generating the data is viewed as fixing the column totals (but not the…
In this article, we study the test for independence of two random elements $X$ and $Y$ lying in an infinite dimensional space ${\cal{H}}$ (specifically, a real separable Hilbert space equipped with the inner product $\langle .,…