Related papers: Efficiency of nonparametric e-tests
Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…
We study right limits of the Bergman Shift matrix. Our results have applications to ratio asymptotics, weak asymptotic measures, relative asymptotics, and zero counting measures of the orthogonal and orthonormal polynomials.
We propose a nonparametric procedure to test for changes in correlation matrices at an unknown point in time. The new test requires only mild assumptions on the serial dependence structure and has considerable power in finite samples. We…
We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…
Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging…
In the context of supervised parametric models, we introduce the concept of e-values. An e-value is a scalar quantity that represents the proximity of the sampling distribution of parameter estimates in a model trained on a subset of…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
Hypothesis testing via e-variables can be framed as a sequential betting game, where a player each round picks an e-variable. A good player's strategy results in an effective statistical test that rejects the null hypothesis as soon as…
The Pitman sampling formula has been intensively studied as a distribution of random partitions. One of the objects of interest is the length $K (= K_{n,\theta,\alpha})$ of a random partition that follows the Pitman sampling formula, where…
Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…
The problem of testing the goodness of fit of an absolutely continuous distribution to a set of observations grouped into equal probability intervals, against to a family of sequences of alternatives approaching the hypothesis is…
This paper derives asymptotic theory for Breitung's (2002, Journal of Econometrics 108, 343-363) nonparameteric variance ratio unit root test when applied to regression residuals. The test requires neither the specification of the…
The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…
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…
We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…
Asymptotic mean value properties, their converse and some other related results are considered for solutions to the $m$-dimensional Helmholtz equation (metaharmonic functions) and solutions to its modified counterpart (panharmonic…
A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…