Related papers: An exact, unconditional, nuisance-agnostic test fo…
This paper develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov…
Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…
The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…
Bayes factors are widely computed by Monte Carlo, yet heavy-tailed sampling distributions can make numerical validation unreliable. The Turing--Good identities provide exact moment equalities for powers of a Bayes factor (a density ratio).…
This paper introduces the Eigenvalue-Based Randomness (EBR) test - a novel approach rooted in the Tracy-Widom law from random matrix theory - and applies it to the context of residual analysis in panel data models. Unlike traditional…
So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…
We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…
In this paper we consider the uniformity testing problem for high-dimensional discrete distributions (multinomials) under sparse alternatives. More precisely, we derive sharp detection thresholds for testing, based on $n$ samples, whether a…
We study the problem of two-sample comparison with categorical data when the contingency table is sparsely populated. In modern applications, the number of categories is often comparable to the sample size, causing existing methods to have…
We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are…
Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…
A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…
We consider multinomial goodness-of-fit tests in the high-dimensional regime where the number of bins increases with the sample size. In this regime, Pearson's chi-squared test can suffer from low power due to the substantial bias as well…
We consider balanced one-, two- and three-way ANOVA models to test the hypothesis that the fixed factor A has no effect. The other factors are fixed or random. We determine the noncentrality parameter for the exact F-test, describe its…
Given a sample of a random variable supported by a smooth compact manifold $M\subset \mathbb{R}^d$, we propose a test to decide whether the boundary of $M$ is empty or not with no preliminary support estimation. The test statistic is based…
We construct exact confidence intervals for the average treatment effect in randomized experiments with binary outcomes using sequences of randomization tests. Our approach does not rely on large-sample approximations and is valid for all…
The presence of missing values often reflects variations in data collection policies, which may shift across time or locations, even when the underlying feature distribution remains stable. Such shifts in the missingness distribution…
Modern high-throughput biomedical devices routinely produce data on a large scale, and the analysis of high-dimensional datasets has become commonplace in biomedical studies. However, given thousands or tens of thousands of measured…
We establish theoretical guarantees for the expected prediction error of the exponential weighting aggregate in the case of multivariate regression that is when the label vector is multidimensional. We consider the regression model with…
This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…