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In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

Methodology · Statistics 2023-09-20 Scott H. Koeneman , Joseph E. Cavanaugh

In particle physics and cosmology, distinguishing subtle new physics signals from established backgrounds is a fundamental and persistent challenge for phenomenologists. This paper discuss a simple and robust statistical framework to…

High Energy Physics - Phenomenology · Physics 2026-05-08 S. Ansarifard

This paper is devoted to the study of the general linear hypothesis testing (GLHT) problem of multi-sample high-dimensional mean vectors. For the GLHT problem, we introduce a test statistic based on $L^2$-norm and random integration method,…

Statistics Theory · Mathematics 2024-10-22 Mingxiang Cao , Yelong Qiu , Junyong Park

Hierarchical clustering has been shown to be valuable in many scenarios. Despite its usefulness to many situations, there is no agreed methodology on how to properly evaluate the hierarchies produced from different techniques, particularly…

Machine Learning · Statistics 2020-12-09 Weipeng Huang , Guangyuan Piao , Raul Moreno , Neil J. Hurley

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic…

Methodology · Statistics 2023-04-17 Degui Li , Runze Li , Han Lin Shang

This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

Econometrics · Economics 2026-05-11 Leonard Goff , Eric Mbakop

The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…

Statistics Theory · Mathematics 2018-06-25 Jonathan D. Mitchell , Elizabeth S. Allman , John A. Rhodes

A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…

Statistics Theory · Mathematics 2018-03-28 Yoshikazu Terada , Hidetoshi Shimodaira

In typical high dimensional statistical inference problems, confidence intervals and hypothesis tests are performed for a low dimensional subset of model parameters under the assumption that the parameters of interest are unconstrained.…

Methodology · Statistics 2019-11-19 Ming Yu , Varun Gupta , Mladen Kolar

Cognitive modeling commonly relies on asking participants to complete a battery of varied tests in order to estimate attention, working memory, and other latent variables. In many cases, these tests result in highly variable observation…

This paper addresses hypothesis testing for the mean of matrix-valued data in high-dimensional settings. We investigate the minimum discrepancy test, originally proposed by Cragg (1997), which serves as a rank test for lower-dimensional…

Methodology · Statistics 2024-12-12 Shijie Cui , Danning Li , Runze Li , Lingzhou Xue

We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…

Methodology · Statistics 2022-01-21 Jiancheng Jiang , Jiang Xuejun , Wang Haofeng

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

Statistics Theory · Mathematics 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a $p$-variate normal random vector. We are devoted to deriving the limiting distributions of the LRT statistics based on a random sample of size…

Statistics Theory · Mathematics 2022-07-22 Mingyue Hu , Yongcheng Qi

When people are asked to recall their social networks, theoretical and empirical work tells us that they rely on shortcuts, or heuristics. Cognitive Social Structures (CSS) are multilayer social networks where each layer corresponds to an…

Social and Information Networks · Computer Science 2024-11-20 Izabel Aguiar , Johan Ugander

We investigate the problem of identity testing for multidimensional histogram distributions. A distribution $p: D \rightarrow \mathbb{R}_+$, where $D \subseteq \mathbb{R}^d$, is called a $k$-histogram if there exists a partition of the…

Data Structures and Algorithms · Computer Science 2019-02-20 Ilias Diakonikolas , Daniel M. Kane , John Peebles

We present a novel method for hierarchical topic detection where topics are obtained by clustering documents in multiple ways. Specifically, we model document collections using a class of graphical models called hierarchical latent tree…

Computation and Language · Computer Science 2016-12-22 Peixian Chen , Nevin L. Zhang , Tengfei Liu , Leonard K. M. Poon , Zhourong Chen , Farhan Khawar

Large Language Models (LLMs) have not only exhibited exceptional performance across various tasks, but also demonstrated sparks of intelligence. Recent studies have focused on assessing their capabilities on human exams and revealed their…

Computation and Language · Computer Science 2023-10-19 Zheyuan Zhang , Jifan Yu , Juanzi Li , Lei Hou
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