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We consider statistical inference in high-dimensional regression problems under affine constraints on the parameter space. The theoretical study of this is motivated by the study of genetic determinants of diseases, such as diabetes, using…

We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…

Statistics Theory · Mathematics 2017-05-09 Taras Bodnar , Stepan Mazur , Edward Ngailo , Nestor Parolya

A fundamental method of reconstructing networks, e.g. in the context of gene regulation, relies on the precision matrix (the inverse of the variance-covariance matrix) as an indicator which variables are associated with each other. The…

Methodology · Statistics 2016-06-21 Mahsa Ghanbari , Julia Lasserre , Martin Vingron

This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…

Econometrics · Economics 2023-10-10 Joan Alegre , Juan Carlos Escanciano

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

Methodology · Statistics 2011-11-16 Jianqing Fan , Xu Han , Weijie Gu

We study a rank based univariate two-sample distribution-free test. The test statistic is the difference between the average of between-group rank distances and the average of within-group rank distances. This test statistic is closely…

Methodology · Statistics 2018-02-28 Jamye Curry , Xin Dang , Hailin Sang

This paper addresses the asymptotic behavior of a particular type of information-plus-noise-type matrices, where the column and row number of the matrices are large and of the same order, while signals are diverged and time delays of the…

Information Theory · Computer Science 2019-03-11 Guanping Lu , Jinsong Wu , Robert C. Qiu

When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…

Statistics Theory · Mathematics 2019-12-24 Natsuki Kariya , Sumio Watanabe

We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…

Statistics Theory · Mathematics 2021-05-24 Sara Kristin Schmidt , Max Wornowizki , Roland Fried , Herold Dehling

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

In the paper, we suggest three tests on the validity of a factor model which can be applied for both small dimensional and large dimensional data. Both the exact and asymptotic distributions of the resulting test statistics are derived…

Statistics Theory · Mathematics 2016-06-24 Taras Bodnar , Markus Reiss

Fr\'echet regression extends classical regression methods to non-Euclidean metric spaces, enabling the analysis of data relationships on complex structures such as manifolds and graphs. This work establishes a rigorous theoretical analysis…

Machine Learning · Statistics 2025-02-05 Masanari Kimura , Howard Bondell

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

When testing for the association of a single SNP with a phenotypic response, one usually considers an additive genetic model, assuming that the mean of of the response for the heterozygous state is the average of the means for the two…

Methodology · Statistics 2025-01-07 Dominic Edelmann , Fernando Castro-Prado , Jelle J. Goeman

In a case-control study aimed at locating autosomal disease variants for a disease of interest, association between markers and the disease status is often tested by comparing the marker minor allele frequencies (MAFs) between cases and…

Applications · Statistics 2020-02-13 Marianne A. Jonker , Jakub Pecanka

Two-component mixture models are particularly useful for identifying differentially expressed genes, but their performance can deteriorate markedly when the alternative distribution departs from parametric assumptions or symmetry. We…

Methodology · Statistics 2026-03-18 Sangkon Oh , Geoffrey J. McLachlan

In this work, we design differentially private hypothesis tests for the following problems in the general linear model: testing a linear relationship and testing for the presence of mixtures. The majority of our hypothesis tests are based…

Statistics Theory · Mathematics 2022-06-30 Daniel Alabi , Salil Vadhan

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…

Methodology · Statistics 2023-06-14 Aaron Hudson

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan