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Instead of testing solely a precise hypothesis, it is often useful to enlarge it with alternatives that are deemed to differ from it negligibly. For instance, in a bioequivalence study one might consider the hypothesis that the…

Methodology · Statistics 2024-03-12 Rodrigo F. L. Lassance , Rafael Izbicki , Rafael B. Stern

We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…

Methodology · Statistics 2026-02-20 Gudmund Hermansen , Nils Lid Hjort , Martin Jullum

Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…

Methodology · Statistics 2016-01-14 Luke Bornn , Neil Shephard , Reza Solgi

Time-to-event analysis often relies on prior parametric assumptions, or, if a non-parametric approach is chosen, Cox's model. This is inherently tied to the assumption of proportional hazards, with the analysis potentially invalidated if…

Methodology · Statistics 2023-03-15 Lucia Ameis , Oliver Kuß , Annika Hoyer , Kathrin Möllenhoff

Model selection in non-linear models often prioritizes performance metrics over statistical tests, limiting the ability to account for sampling variability. We propose the use of a statistical test to assess the equality of variances in…

Machine Learning · Statistics 2025-09-16 Argimiro Arratia , Alejandra Cabaña , Ernesto Mordecki , Gerard Rovira-Parra

Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that the conditional intensity of the point process belongs to a…

Statistics Theory · Mathematics 2026-05-18 Sami Umut Can , Estate V. Khmaladze , Roger J. A. Laeven

The graph based approach to multiple testing is an intuitive method that enables a study team to represent clearly, through a directed graph, its priorities for hierarchical testing of multiple hypotheses, and for propagating the available…

Methodology · Statistics 2025-01-07 Cyrus Mehta , Ajoy Mukhopadhyay , Martin Posch

This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…

Methodology · Statistics 2022-06-07 Jun Lu , Qinqin Hu , Lu Lin

Testing equality of two multivariate distributions is a classical problem for which many non-parametric tests have been proposed over the years. Most of the popular two-sample tests, which are asymptotically distribution-free, are based…

Statistics Theory · Mathematics 2019-04-17 Bhaswar B. Bhattacharya

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

Gathering observational data for medical decision-making often involves uncertainties arising from both type I (false positive)and type II (false negative) errors. In this work, we develop a statistical model to study how medical…

Applications · Statistics 2025-10-21 Lucas Böttcher , Maria R. D'Orsogna , Tom Chou

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…

Econometrics · Economics 2025-06-18 Cui Rui , Li Yuhao

Triangle Feynman diagrams can be considered as describing form factors of states bound by a zero-range interaction. These form factors are calculated for scalar particles and compared to point-form and non-relativistic results. By examining…

Nuclear Theory · Physics 2009-11-07 B. Desplanques , L. Theußl , S. Noguera

This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…

Methodology · Statistics 2020-03-26 Rui Duan , C. Jason Liang , Pamela Shaw , Cheng Yong Tang , Yong Chen

We propose a new test to address the nonparametric Behrens-Fisher problem involving different distribution functions in the two samples. Our procedure tests the null hypothesis $\mathcal{H}_0: \theta = \frac{1}{2}$, where $\theta = P(X<Y) +…

Methodology · Statistics 2025-04-09 Stephen Schüürhuis , Frank Konietschke , Edgar Brunner

Simultaneous tests of superiority and non-inferiority hypotheses on multiple endpoints are often performed in clinical trials to demonstrate that a new treatment is superior over a control on at least one endpoint and non-inferior on the…

Methodology · Statistics 2023-10-02 Wenfeng Chen , Naiqing Zhao , Guoyou Qin , Jie Chen

We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null hypothesis of a constant mean versus the alternative of a…

Methodology · Statistics 2025-09-23 Patrick Bastian , Tim Kutta , Rupsa Basu , Holger Dette