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The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…

Methodology · Statistics 2015-06-19 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

We present a unified approach to goodness-of-fit testing in $\mathbb{R}^d$ and on lower-dimensional manifolds embedded in $\mathbb{R}^d$ based on sums of powers of weighted volumes of $k$-th nearest neighbor spheres. We prove asymptotic…

Methodology · Statistics 2016-12-21 Bruno Ebner , Norbert Henze , Joseph E. Yukich

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional relationship between the dimension (say, $p$) and the sample size (say,…

Methodology · Statistics 2025-12-11 Ritabrata Karmakar , Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

We consider hypotheses testing problems for three parameters in high-dimensional linear models with minimal sparsity assumptions of their type but without any compatibility conditions. Under this framework, we construct the first…

Statistics Theory · Mathematics 2020-01-23 Michael Law , Ya'acov Ritov

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

Methodology · Statistics 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos

Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…

Statistics Theory · Mathematics 2023-06-09 Yiting Chen , Wei Lin , Xiaoping Shi

We propose a methodology for testing linear hypothesis in high-dimensional linear models. The proposed test does not impose any restriction on the size of the model, i.e. model sparsity or the loading vector representing the hypothesis.…

Methodology · Statistics 2019-07-09 Yinchu Zhu , Jelena Bradic

The $\beta$-model has been extensively utilized to model degree heterogeneity in networks, wherein each node is assigned a unique parameter. In this article, we consider the hypothesis testing problem that two nodes $i$ and $j$ of a…

Statistics Theory · Mathematics 2024-03-12 Kang Fu , Jianwei Hu , Meng Sun

In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the…

Machine Learning · Statistics 2015-04-22 Stephen Bamattre , Rex Hu , Joseph S. Verducci

In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…

Methodology · Statistics 2022-05-19 Yue Hu , Haiqi Li , Falong Tan

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

Methodology · Statistics 2022-10-12 Jiří Dvořák , Tomáš Mrkvička

We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…

Methodology · Statistics 2025-07-15 Vladimir Ostrovski

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

Methodology · Statistics 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

Measuring inter-dataset similarity is an important task in machine learning and data mining with various use cases and applications. Existing methods for measuring inter-dataset similarity are computationally expensive, limited, or…

Machine Learning · Computer Science 2025-05-06 Muhammad Rajabinasab , Anton D. Lautrup , Arthur Zimek

We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…

Machine Learning · Statistics 2015-10-16 Zhuoran Yang , Yang Ning , Han Liu

The test of homogeneity for normal mixtures has been conducted in diverse research areas, but constructing a theory of the test of homogeneity is challenging because the parameter set for the null hypothesis corresponds to singular points…

Statistics Theory · Mathematics 2020-12-02 Natsuki Kariya , Sumio Watanabe

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Data with multiple functional recordings at each observational unit are increasingly common in various fields including medical imaging and environmental sciences. To conduct inference for such observations, we develop a paired two-sample…

Methodology · Statistics 2025-06-16 Colin Decker , Dehan Kong , Stanislav Volgushev