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For a set of $p$-variate data points $\boldsymbol y_1,\ldots,\boldsymbol y_n$, there are several versions of multivariate median and related multivariate sign test proposed and studied in the literature. In this paper we consider the…

Statistics Theory · Mathematics 2025-12-18 Jyrki Möttönen , Klaus Nordhausen , Hannu Oja , Una Radojicic

Large volumes of spatiotemporal data, characterized by high spatial and temporal variability, may experience structural changes over time. Unlike traditional change-point problems, each sequence in this context consists of function-valued…

Methodology · Statistics 2025-06-12 Fengyi Song , Decai Liang , Changliang Zou

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…

Methodology · Statistics 2022-05-16 Jiří Dvořák , Tomáš Mrkvička

For the multi-sample equal covariance function (ECF) testing problem, Zhang (2013) proposed an $L^{2}$-norm based test. However, its asymptotic power and finite sample performance have not been studied. In this paper, its asymptotic power…

Statistics Theory · Mathematics 2016-09-15 Jia Guo , Jin-Ting Zhang

Repeated observations have become increasingly common in biomedical research and longitudinal studies. For instance, wearable sensor devices are deployed to continuously track physiological and biological signals from each individual over…

Applications · Statistics 2021-06-25 Jingru Zhang , Kathleen R. Merikangas , Hongzhe Li , Haochang Shou

We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…

Econometrics · Economics 2022-07-12 Federico A. Bugni , Jia Li , Qiyuan Li

This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…

Statistics Theory · Mathematics 2025-09-16 Bilol Banerjee

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

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric…

In spatial statistics, point processes are often assumed to be isotropic meaning that their distribution is invariant under rotations. Statistical tests for the null hypothesis of isotropy found in the literature are based either on…

Methodology · Statistics 2024-04-17 Chiara Fend , Claudia Redenbach

We consider three problems in high-dimensional Gaussian linear mixed models. Without any assumptions on the design for the fixed effects, we construct an asymptotic $F$-statistic for testing whether a collection of random effects is zero,…

Statistics Theory · Mathematics 2019-07-30 Michael Law , Ya'acov Ritov

This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time record, e.g. into daily or annual curves. We develop a normal…

Statistics Theory · Mathematics 2011-05-03 Lajos Horvath , Piotr Kokoszka , Ron Reeder

In public health applications, spatial data collected are often recorded at different spatial scales and over different correlated variables. Spatial change of support is a key inferential problem in these applications and have become…

Methodology · Statistics 2024-03-28 Shijie Zhou , Jonathan R. Bradley

Testing uniformity on the $p$-dimensional unit sphere is arguably the most fundamental problem in directional statistics. In this paper, we consider this problem in the framework of axial data, that is, under the assumption that the $n$…

Statistics Theory · Mathematics 2019-10-22 Christine Cutting , Davy Paindaveine , Thomas Verdebout

Functional panels are collections of functional time series, and arise often in the study of high frequency multivariate data. We develop a portmanteau style test to determine if the cross-sections of such a panel are independent and…

Methodology · Statistics 2016-07-12 Piotr Kokoszka , Matthew Reimherr , Nikolas Wölfing

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large…

Statistics Theory · Mathematics 2007-06-13 Winfried Stute , Li-Xing Zhu

Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…

Statistics Theory · Mathematics 2025-03-04 Siyao Wang , Miles E. Lopes

Among inferential problems in functional data analysis, domain selection is one of the practical interests aiming to identify sub-interval(s) of the domain where desired functional features are displayed. Motivated by applications in…

Methodology · Statistics 2026-03-26 Yeonjoo Park , Aiguo Han