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In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first crucial to specify its exact meaning in a hypothesis…

Statistics Theory · Mathematics 2024-04-11 Joseph P. Romano , Marius A. Tirlea

Non-parametric approaches to test for trends in time series make use of the Mann-Kendall statistic. Based on asymptotic arguments, these tests assume that its distribution follows a Gaussian distribution, even for autocorrelated time…

Applications · Statistics 2026-04-17 Tristan Gamot , Nils Thibeau--Sutre , Tom J. M. Van Dooren

Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…

Data Analysis, Statistics and Probability · Physics 2020-10-07 Shiyang Chen , Amin Ghadami , Bogdan I. Epureanu

We introduce uncertainty regions to perform inference on partial correlations when data are missing not at random. These uncertainty regions are shown to have a desired asymptotic coverage. Their finite sample performance is illustrated via…

Statistics Theory · Mathematics 2018-10-08 Tetiana Gorbach , Xavier de Luna

We study a modification of Kendall's tau-test, replacing his permutations of n different numbers by sequences of length n, where repetition is allowed. In particular, binary sequences are included. Random sequences can be tested.

Statistics Theory · Mathematics 2019-06-04 Peter Lindqvist

Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…

Statistics Theory · Mathematics 2026-02-03 Sebastian Engelke , Philippe Naveau , Chen Zhou

We introduce estimation and test procedures through divergence minimiza- tion for models satisfying linear constraints with unknown parameter. These procedures extend the empirical likelihood (EL) method and share common features with…

Statistics Theory · Mathematics 2016-11-25 Michel Broniatowski , Amor Keziou

Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…

Machine Learning · Statistics 2025-12-17 Aaron Wei , Milad Jalali , Danica J. Sutherland

When the outcome of interest is semicontinuous and collected longitudinally, efficient testing can be difficult. Daily rainfall data is an excellent example which we use to illustrate the various challenges. Even under the simplest…

Methodology · Statistics 2018-07-10 Harlan Campbell

We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios,…

Methodology · Statistics 2025-10-10 Šárka Hudecová , Claudia Kirch

We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…

General Mathematics · Mathematics 2017-03-01 Guang-Liang Li , Victor O. K. Li

We introduce a new concept called as the mutual uncertainty between two observables in a given quantum state which enjoys similar features like the mutual information for two random variables. Further, we define the conditional uncertainty…

Quantum Physics · Physics 2018-10-03 Sk Sazim , Satyabrata Adhikari , Arun K. Pati , Pankaj Agrawal

The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…

Methodology · Statistics 2018-07-24 Juan Carlos Pardo-Fernandez , M. Dolores Jimenez-Gamero

This paper assesses when the validity of difference-in-differences depends on functional form. We provide a novel characterization: the parallel trends assumption holds under all strictly monotonic transformations of the outcome if and only…

Econometrics · Economics 2022-09-21 Jonathan Roth , Pedro H. C. Sant'Anna

The presence of latent variables can greatly complicate inferences about causal relations between measured variables from statistical data. In many cases, the presence of latent variables makes it impossible to determine for two measured…

Artificial Intelligence · Computer Science 2013-03-26 Peter L. Spirtes

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…

Methodology · Statistics 2020-03-31 Marc Ditzhaus , Łukas Smaga

In many observational studies, the interest is in the effect of treatment on bad, aberrant outcomes rather than the average outcome. For such settings, the traditional approach is to define a dichotomous outcome indicating aberration from a…

Methodology · Statistics 2020-10-16 Siyu Heng , Hyunseung Kang , Dylan S. Small , Colin B. Fogarty

The simple and partial Mantel tests are routinely used in many areas of evolutionary biology to assess the significance of the association between two or more matrices of distances relative to the same pairs of individuals or demes. Partial…

Populations and Evolution · Quantitative Biology 2012-11-01 Gilles Guillot , François Rousset

We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test…

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