Related papers: Rao's Score Tests on Correlation Matrices

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…

Sphericity test plays a key role in many statistical problems. We propose Spearman's rho-type rank test and Kendall's tau-type rank test for sphericity in the high dimensional settings. We show that these two tests are equivalent. Thanks to…

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Recently Liu and Wang derived the likelihood ratio test (LRT) statistic and its asymptotic distribution for testing equality of two multinomial distributions vs. the alternative that the second distribution is larger in terms of increasing…

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…

Given the well-known and fundamental problems with hypothesis testing via classical (point-form) significance tests, there has been a general move to alternative approaches, often focused on the Bayesian t-test. We show that the Bayesian…

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…

Group testing, a problem with diverse applications across multiple disciplines, traditionally assumes independence across nodes' states. Recent research, however, focuses on real-world scenarios that often involve correlations among nodes,…

The distribution function of a random distance in three dimensions is given and some new three-dimensional d2-tests of randomness are suggested. We show that our test statistics are not correlated with the usual test statistics and are…

Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…

Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…

The sequential analysis of series often requires nonparametric procedures, where the most powerful ones frequently use rank transformations. Re-ranking the data sequence after each new observation can become too intensive computationally.…

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

In meta-analyses, publication bias is a well-known, important and challenging issue because the validity of the results from a meta-analysis is threatened if the sample of studies retrieved for review is biased. One popular method to deal…

We tackle distributed detection of a non-cooperative target with a Wireless Sensor Network (WSN). When the target is present, sensors observe an (unknown) deterministic signal with attenuation depending on the distance between the sensor…

In this article, we focus on the problem of testing the equality of several high dimensional mean vectors with unequal covariance matrices. This is one of the most important problem in multivariate statistical analysis and there have been…

Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…

This paper studies the problem of high-dimensional multiple testing and sparse recovery from the perspective of sequential analysis. In this setting, the probability of error is a function of the dimension of the problem. A simple…

Lexical resemblances among a group of languages indicate that the languages could be genetically related, i.e., they could have descended from a common ancestral language. However, such resemblances can arise by chance and, hence, need not…

In conditional copula models, the copula parameter is deterministically linked to a covariate via the calibration function. The latter is of central interest for inference and is usually estimated nonparametrically. However, when a…