Related papers: Gaussian Universal Likelihood Ratio Testing
This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…
In this paper we study the existence of locally most powerful invariant tests (LMPIT) for the problem of testing the covariance structure of a set of Gaussian random vectors. The LMPIT is the optimal test for the case of close hypotheses,…
Particle physics experiments rely on the (generalised) likelihood ratio test (LRT) for searches and measurements, which consist of composite hypothesis tests. However, this test is not guaranteed to be optimal, as the Neyman-Pearson lemma…
We present a new way of testing ordered hypotheses against all alternatives which overpowers the classical approach both in simplicity and statistical power. Our new method tests the constrained likelihood ratio statistic against the…
Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…
Searches for unknown physics and decisions between competing astrophysical models to explain data both rely on statistical hypothesis testing. The usual approach in searches for new physical phenomena is based on the statistical Likelihood…
Likelihood ratio tests are widely used to test statistical hypotheses about parametric families of probability distributions. If interest is restricted to a subfamily of distributions, then it is natural to inquire if the restricted LRT is…
This paper considers testing linear hypotheses of a set of mean vectors with unequal covariance matrices in large dimensional setting. The problem of testing the hypothesis $H_0 : \sum_{i=1}^q \beta_i \bmu_i =\bmu_0 $ for a given vector…
This paper focuses on the prominent sphericity test when the dimension $p$ is much lager than sample size $n$. The classical likelihood ratio test(LRT) is no longer applicable when $p\gg n$. Therefore a Quasi-LRT is proposed and asymptotic…
This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…
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:…
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…
We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics…
We investigate the behavior of the Generalized Likelihood Ratio Test (GLRT) (Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193]) for time varying coefficient models where the regressors and errors are non-stationary time series and can…
Wilk's theorem, which offers universal chi-squared approximations for likelihood ratio tests, is widely used in many scientific hypothesis testing problems. For modern datasets with increasing dimension, researchers have found that the…
Plausibility is a formalization of exact tests for parametric models and generalizes procedures such as Fisher's exact test. The resulting tests are based on cumulative probabilities of the probability density function and evaluate…
The likelihood ratio test is widely used in exploratory factor analysis to assess the model fit and determine the number of latent factors. Despite its popularity and clear statistical rationale, researchers have found that when the…
The statistics of transmission through random 1D media are generally presumed to be universal and to depend only upon a single dimensionless parameter-the ratio of the sample length and the mean free path, s = L/l. Here, we show in…
Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…