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For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

Methodology · Statistics 2022-05-12 Long Feng , Tiefeng Jiang , Xiaoyun Li , Binghui Liu

We consider the problem of testing equality of functions $f_j:[0,1]\to \mathbb{R}$ for $j=1,2,...,J$ the basis of $J$ independent samples from possibly different distributions under the assumption that the functions are monotone. We provide…

Statistics Theory · Mathematics 2013-07-02 Cécile Durot , Piet Groeneboom , Hendrik P. Lopuhaä

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

This paper provides tests for detecting sample selection in nonparametric conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. As with any omnibus test, in the case…

Econometrics · Economics 2021-01-08 Valentina Corradi , Daniel Gutknecht

In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…

Methodology · Statistics 2020-12-21 Meng Yuan , Chunlin Wang , Boxi Lin , Pengfei Li

We test the null hypothesis that two parameters $(\mu_1,\mu_2)$ have the same sign, assuming that (asymptotically) normal estimators $(\hat{\mu}_1,\hat{\mu}_2)$ are available. Examples of this problem include the analysis of heterogeneous…

Econometrics · Economics 2025-12-16 Douglas L. Miller , Francesca Molinari , Jörg Stoye

We describe a generalization of the group testing problem termed symmetric group testing. Unlike in classical binary group testing, the roles played by the input symbols zero and one are "symmetric" while the outputs are drawn from a…

Information Theory · Computer Science 2011-08-16 Amin Emad , Jun Shen , Olgica Milenkovic

Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative…

Econometrics · Economics 2021-07-14 Giuseppe Cavaliere , Zeng-Hua Lu , Anders Rahbek , Yuhong Yang

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

Methodology · Statistics 2015-09-11 Joseph B. Lang

We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…

Machine Learning · Statistics 2026-03-17 Xing Liu , Axel Gandy

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…

Data Structures and Algorithms · Computer Science 2019-11-19 Maryam Aliakbarpour , Sandeep Silwal

We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the chi^2-minima of the individual data sets are very low or when several…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Maltoni , T. Schwetz

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of phi-mutual informations, associated to phi-divergences between a joint distribution and the product distribution…

Statistics Theory · Mathematics 2015-08-20 Amor Keziou , Philippe Regnault

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is…

Methodology · Statistics 2023-06-13 Zhanrui Cai , Jing Lei , Kathryn Roeder

For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify…

Statistics Theory · Mathematics 2015-05-14 Yakir A. Reshef , David N. Reshef , Pardis C. Sabeti , Michael M. Mitzenmacher

Testing the homogeneity between two samples of functional data is an important task. While this is feasible for intensely measured functional data, we explain why it is challenging for sparsely measured functional data and show what can be…

Methodology · Statistics 2022-07-05 Changbo Zhu , Jane-Ling Wang

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

Hypothesis testing and model choice are quintessential questions for statistical inference and while the Bayesian paradigm seems ideally suited for answering these questions, it faces difficulties of its own ranging from prior modelling to…

Methodology · Statistics 2022-06-15 Christian P Robert
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