Related papers: A New ECDF Two-Sample Test Statistic
Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…
Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…
Score-based diffusion models have emerged as powerful techniques for generating samples from high-dimensional data distributions. These models involve a two-phase process: first, injecting noise to transform the data distribution into a…
In the regime of two-sample comparison, tests based on a graph constructed on observations by utilizing similarity information among them is gaining attention due to their flexibility and good performances for high-dimensional/non-Euclidean…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
In this note, we show that the relative entropy of an empirical distribution of $n$ samples drawn from a set of size $k$ with respect to the true underlying distribution is exponentially concentrated around its expectation, with central…
A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…
This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…
Current source density (CSD) power asymmetry, a measure derived from electroencephalography (EEG), is a potential biomarker for major depressive disorder (MDD). Though this measure is functional in nature (defined on the frequency domain),…
This paper introduces a novel test for conditional stochastic dominance (CSD) at specific values of the conditioning covariates, referred to as target points. The test is relevant for analyzing income inequality, evaluating treatment…
Two-sample testing is a fundamental problem in statistics, and many famous two-sample tests are designed to be fully non-parametric. These existing methods perform well with location and scale shifts but are less robust when faced with more…
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…
In [3], we have introduced a probability measure to study the power and exponential sums for a certain coding system. The distribution function of the probability measure gives explicit formulas for the power and exponential sums.…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…