Related papers: Testing for unit roots based on sample autocovaria…
This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…
Machine fault diagnosis (FD) is a critical task for predictive maintenance, enabling early fault detection and preventing unexpected failures. Despite its importance, existing FD models are operation-specific with limited generalization…
Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or re-scaling…
Both seasonal unit roots and periodic variation can be prevalent in seasonal data. When testing seasonal unit roots under periodic variation, the validity of the existing methods, such as the HEGY test, remains unknown. This paper analyzes…
Several statistics-based detectors, based on unimodal matrix models, for determining the number of sources in a field are designed. A new variance ratio statistic is proposed, and its asymptotic distribution is analyzed. The variance ratio…
Given a positive random variable $X$, $X\ge0$ a.s., a null hypothesis $H_0:E(X)\le\mu$ and a random sample of infinite size of $X$, we construct test supermartingales for $H_0$, i.e. positive processes that are supermartingale if the null…
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…
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…
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…
A longstanding problem of existing empirical process-based tests for regressions is that when the number of covariates is greater than one, they either have no tractable limiting null distributions or are not omnibus. To attack this…
This article is concerned with decentralized sequential testing of a normal mean $\mu$ with two-sided alternatives. It is assumed that in a single-sensor network system with limited local memory, i.i.d. normal raw observations are observed…
In this article, we first establish the joint central limit theorem (CLT) for the extreme eigenvalues of the sample correlation matrix of high-dimensional random walks with cross-sectional dependence. We further investigate the asymptotic…
In many experiments in the life sciences, several endpoints are recorded per subject. The analysis of such multivariate data is usually based on MANOVA models assuming multivariate normality and covariance homogeneity. These assumptions,…
In this paper, a novel test for testing whether data are Missing Completely at Random is proposed. Asymptotic properties of the test are derived utilizing the theory of non-degenerate U-statistics. It is shown that the novel test statistic…
The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…
One central goal of design of observational studies is to embed non-experimental data into an approximate randomized controlled trial using statistical matching. Despite empirical researchers' best intention and effort to create…
The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…
We revisit the problem of testing for multivariate reflected symmetry about an unspecified point. Although this testing problem is invariant with respect to full-rank affine transformations, among the hitherto few proposed tests only the…
Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…
This paper introduces two new families of non-parametric tests of goodness-of-fit on the compact classical groups. One of them is a family of tests for the eigenvalue distribution induced by the uniform distribution, which is consistent…