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We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional relationship between the dimension (say, $p$) and the sample size (say,…

Methodology · Statistics 2025-12-11 Ritabrata Karmakar , Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…

Statistics Theory · Mathematics 2014-05-29 Changliang Zou , Guosheng Yin , Long Feng , Zhaojun Wang

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

Machine Learning · Statistics 2016-12-05 Alexandre Piché , Russell Steele , Ian Shrier , Stephanie Long

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Statistics Theory · Mathematics 2013-07-12 Piet Groeneboom

We propose a nonparametric procedure to test for changes in correlation matrices at an unknown point in time. The new test requires only mild assumptions on the serial dependence structure and has considerable power in finite samples. We…

Methodology · Statistics 2014-10-29 Dominik Wied

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

In spatial statistics, point processes are often assumed to be isotropic meaning that their distribution is invariant under rotations. Statistical tests for the null hypothesis of isotropy found in the literature are based either on…

Methodology · Statistics 2024-04-17 Chiara Fend , Claudia Redenbach

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

We propose optimal Bayesian two-sample tests for testing equality of high-dimensional mean vectors and covariance matrices between two populations. In many applications including genomics and medical imaging, it is natural to assume that…

Methodology · Statistics 2021-12-07 Kyoungjae Lee , Kisung You , Lizhen Lin

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Motivated by the likelihood ratio test under the Gaussian assumption, we develop a maximum sum-of-squares test for conducting hypothesis testing on high dimensional mean vector. The proposed test which incorporates the dependence among the…

Methodology · Statistics 2015-10-21 Xianyang Zhang

Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…

Methodology · Statistics 2025-06-11 Chase Holcombe

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley
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