Related papers: Hypothesis Testing for Hierarchical Structures in …
This paper considers the asymptotic power of likelihood ratio test (LRT) for the identity test when the dimension p is large compared to the sample size n. The asymptotic distribution of LRT under alternatives is given and an explicit…
In this paper we propose using a nonparametric model specification test for parametric time series with long-range dependence (LRD). To establish asymptotic distributions of the proposed test statistic, we develop new central limit theorems…
Cognitive diagnosis models have been popularly used in fields such as education, psychology, and social sciences. While parametric likelihood estimation is a prevailing method for fitting cognitive diagnosis models, nonparametric…
This study develops a framework for testing hypotheses on structural parameters in incomplete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however,…
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…
Identifying a coupled dynamical system out of many plausible candidates, each of which could serve as the underlying generator of some observed measurements, is a profoundly ill posed problem that commonly arises when modelling real world…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the dimension is larger than or increasing with the sample…
Joint modeling of a large number of variables often requires dimension reduction strategies that lead to structural assumptions of the underlying correlation matrix, such as equal pair-wise correlations within subsets of variables. The…
Cognitive diagnosis models (CDMs) are restricted latent class models widely used to measure attributes of interest in diagnostic assessments across education, psychology, biomedical sciences, and related fields. Partial-mastery CDMs…
Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…
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…
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…
In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infinitely many categories. In particular, the Cram\'er-von…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
We consider the inference for the ranking of large language models (LLMs). Alignment arises as a significant challenge to mitigate hallucinations in the use of LLMs. Ranking LLMs has proven to be an effective tool to improve alignment based…
We study a parametric family of latent variable models, namely topic models, equipped with a hierarchical structure among the topic variables. Such models may be viewed as a finite mixture of the latent Dirichlet allocation (LDA) induced…
Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for applying empirical likelihood to the analysis of experimental…
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…
Phonocardiogram (PCG) analysis is vital for cardiovascular disease diagnosis, yet the scarcity of labeled pathological data hinders the capability of AI systems. To bridge this, we introduce H-LDM, a Hierarchical Latent Diffusion Model for…