English
Related papers

Related papers: Testing Many Constraints in Possibly Irregular Mod…

200 papers

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

The overwhelming majority of empirical research that uses cluster-robust inference assumes that the clustering structure is known, even though there are often several possible ways in which a dataset could be clustered. We propose two tests…

Econometrics · Economics 2023-03-14 James G. MacKinnon , Morten Ørregaard Nielsen , Matthew D. Webb

In this paper we propose a new test of heteroscedasticity for parametric regression models and partial linear regression models in high dimensional settings. When the dimension of covariates is large, existing tests of heteroscedasticity…

Methodology · Statistics 2018-08-09 Falong Tan , Xuejun Jiang , Xu Guo , Lixing Zhu

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

Clustering methods such as k-means have found widespread use in a variety of applications. This paper proposes a formal testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be…

Econometrics · Economics 2019-07-18 Andrew J. Patton , Brian M. Weller

Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…

Methodology · Statistics 2025-12-03 Fan Zhang , Zhiming Li

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

Asymptotic bootstrap validity is usually understood as consistency of the distribution of a bootstrap statistic, conditional on the data, for the unconditional limit distribution of a statistic of interest. From this perspective, randomness…

Econometrics · Economics 2025-10-09 Giuseppe Cavaliere , Iliyan Georgiev

We introduce a unified approach to testing a variety of rather general null hypotheses that can be formulated in terms of covariances matrices. These include as special cases, for example, testing for equal variances, equal traces, or for…

Statistics Theory · Mathematics 2020-12-23 Paavo Sattler , Arne C. Bathke , Markus Pauly

Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…

Statistics Theory · Mathematics 2022-07-08 Andreas Maurer

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

The paper proposes a new bootstrap approach to the Pesaran, Shin and Smith's bound tests in a conditional equilibrium correction model with the aim to overcome some typical drawbacks of the latter, such as inconclusive inference and…

Econometrics · Economics 2022-04-12 Stefano Bertelli , Gianmarco Vacca , Maria Grazia Zoia

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…

Statistics Theory · Mathematics 2013-02-19 Joseph P. Romano , Azeem M. Shaikh

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller…

Statistics Theory · Mathematics 2023-05-16 Patrick Bastian , Holger Dette , Lukas Koletzko

High dimensional hypothesis test deals with models in which the number of parameters is significantly larger than the sample size. Existing literature develops a variety of individual tests. Some of them are sensitive to the dense and small…

Statistics Theory · Mathematics 2018-08-09 Cheng Zhou , Xinsheng Zhang , Wenxin Zhou , Han Liu

The large-sample behavior of non-degenerate multivariate $U$-statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be estimated consistently. Mild regularity conditions are…

Statistics Theory · Mathematics 2025-07-22 Alain Desgagné , Christian Genest , Frédéric Ouimet

There are two notoriously hard problems in cluster analysis, estimating the number of clusters, and checking whether the population to be clustered is not actually homogeneous. Given a dataset, a clustering method and a cluster validation…

Methodology · Statistics 2015-02-10 Christian Hennig , Chien-Ju Lin

In this paper the bootstrap conditions that follow from the general postulates of effective scattering theory (EST) are checked in the strange sector. We construct the system of tree level bootstrap constraints for the renormalization…

High Energy Physics - Phenomenology · Physics 2015-06-15 K. Semenov-Tian-Shansky , V. Vereshagin

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan