Related papers: On testing mean proportionality of multivariate no…
Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…
We propose a simple test for moment inequalities that has exact size in normal models with known variance and has uniformly asymptotically exact size more generally. The test compares the quasi-likelihood ratio statistic to a chi-squared…
Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…
Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…
We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…
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…
A nonlinear model with response variable missing at random is studied. In order to improve the coverage accuracy, the empirical likelihood ratio (EL) method is considered. The asymptotic distribution of EL statistic and also of its…
In this paper new test statistics are introduced and studied for the important problem of testing hypothesis that involves inequality constraint on proportions when the sample comes from independent binomial random variables: Wald type and…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either unusable or output small power when the number of variables…
In this paper we use a well know method in statistics, the $\delta$-method, to provide an asymptotic distribution for the Mutual Information, and construct and independence test based on it. Interesting connections are found with the…
We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of $X$, which, in the…
The problem of testing the goodness of fit of an absolutely continuous distribution to a set of observations grouped into equal probability intervals, against to a family of sequences of alternatives approaching the hypothesis is…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
The erroneous assumption "for all distributions for which the theoretical variance can be computed independently from parameters estimated by any method different from the method of moments" has been used in the case of fitting the gamma…
We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…
In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…
In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…
For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, the test statistics for one-same and two-sample cases were…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…