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Size distortion can occur if an asymptotic testing procedure requiring diverging sample sizes, is implemented to data with very small sample sizes. In this paper, we consider one-sample and two-sample tests for mean vectors when data are…

Methodology · Statistics 2022-03-17 Jun Li

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…

Statistics Theory · Mathematics 2008-12-18 Angelika Rohde

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of the responses with a nonparametric quantile regression…

Methodology · Statistics 2012-06-15 Stanislav Volgushev , Melanie Birke , Holger Dette , Natalie Neumeyer

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…

Statistics Theory · Mathematics 2016-12-05 Dennis Leung , Mathias Drton

We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…

Statistics Theory · Mathematics 2021-05-24 Sara Kristin Schmidt , Max Wornowizki , Roland Fried , Herold Dehling

Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…

Methodology · Statistics 2025-03-31 Angela Andreella , Jelle Goeman , Jesse Hemerik , Livio Finos

In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…

Methodology · Statistics 2021-07-07 Ruby Anne E. Lemence , Erniel B. Barrios

We consider statistics of spatial averages estimated by weighting observations over an arbitrary spatial domain using identical and independent measuring devices, and derive an account of bias and variance in the presence of missing…

Methodology · Statistics 2025-03-17 Ashwin K Seshadri

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

Statistics Theory · Mathematics 2020-02-11 Scott Ward , Edward A. K. Cohen , Niall Adams

In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…

Methodology · Statistics 2023-12-27 Wenxuan Guo , Panos Toulis

In this paper, we address the problem of two-sample testing in the presence of missing data under a variety of missingness mechanisms. Our focus is on the well-known energy distance-based two-sample test. In addition to the standard…

Methodology · Statistics 2025-08-18 Danijel G. Aleksić , Bojana Milošević

In applications like environment monitoring and pollution control, physical quantities are modeled by spatio-temporal fields. It is of interest to learn the statistical distribution of such fields as a function of space, time or both. In…

Statistics Theory · Mathematics 2023-11-07 Meera Pai

In this paper, we propose a new scalar and shift transform invariant test statistic for the high-dimensional two-sample location test. The expectation of our test is exactly zero under the null hypothesis. And we allow the dimension could…

Methodology · Statistics 2015-02-20 Long Feng , Fasheng Sun

We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, $r$-convexity, among others, in a nonparametric framework using…

Methodology · Statistics 2020-06-09 Tatiana Komarova , Javier Hidalgo

In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…

Machine Learning · Computer Science 2022-08-18 Povilas Daniušis , Shubham Juneja , Lukas Kuzma , Virginijus Marcinkevičius

We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…

Methodology · Statistics 2022-11-15 Mark Holmes , Ivan Kojadinovic , Alex Verhoijsen

Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while…

Methodology · Statistics 2022-06-22 Subhabrata Majumdar , Snigdhansu Chatterjee

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga