Related papers: Exact and arbitrarily accurate non-parametric two-…
Randomization tests are based on a re-randomization of existing data to gain data-dependent critical values that lead to exact hypothesis tests under special circumstances. However, it is not always possible to re-randomize data in…
We propose a unified theory of generalized weights for linear codes endowed with an arbitrary distance. Instead of relying on supports or anticodes, the weights of a code are defined via the intersections of the code with a chosen family of…
A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to…
In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…
The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, which require an assumption of symmetry. If the median, in the…
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…
In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…
The main purpose of this paper is to provide an asymptotically optimal test. The proposed statistic is of Neyman-Pearson-type when the parameters are estimated with a particular kind of estimators. It is shown that the proposed estimators…
Constructing tests or confidence regions that control over the error rates in the long-run is probably one of the most important problem in statistics. Yet, the theoretical justification for most methods in statistics is asymptotic. The…
High-dimensional k-sample comparison is a common applied problem. We construct a class of easy-to-implement nonparametric distribution-free tests based on new tools and unexplored connections with spectral graph theory. The test is shown to…
Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our…
In this paper, we consider the problem of testing the equality of two multivariate distributions based on geometric graphs constructed using the interpoint distances between the observations. These include the tests based on the minimum…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…
Extending to dimension 2 and higher the dual univariate concepts of ranks and quantiles has remained an open problem for more than half a century. Based on measure transportation results, a solution has been proposed recently under the name…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…
Statistical depth, which measures the center-outward rank of a given sample with respect to its underlying distribution, has become a popular and powerful tool in nonparametric inference. In this paper, we investigate the use of statistical…