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This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

Methodology · Statistics 2012-06-27 Le-Yu Chen , Jerzy Szroeter

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

We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…

Statistics Theory · Mathematics 2017-07-03 Sivaraman Balakrishnan , Larry Wasserman

A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is…

Other Statistics · Statistics 2016-08-24 Gökhan Gül , Abdelhak M. Zoubir

We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch between observed and predicted value, then we suffer a loss.…

Statistics Theory · Mathematics 2023-07-06 Naoya Yamaguchi , Yuka Yamaguchi , Maiya Hori

Despite extensive research on adversarial training strategies to improve robustness, the decisions of even the most robust deep learning models can still be quite sensitive to imperceptible perturbations, creating serious risks when…

Machine Learning · Computer Science 2024-11-04 Jonas Ngnawé , Sabyasachi Sahoo , Yann Pequignot , Frédéric Precioso , Christian Gagné

An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…

Statistics Theory · Mathematics 2010-01-12 T. Tony Cai , Jiashun Jin

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…

Machine Learning · Statistics 2022-11-16 Danica J. Sutherland , Namrata Deka

The problem of measuring an unbounded system attribute near a singularity has been discussed. Lenses have been introduced as formal objects to study increasingly precise measurements around the singularity and a specific family of lenses…

General Mathematics · Mathematics 2020-07-13 Swagatam Sen

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

The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…

Statistics Theory · Mathematics 2018-08-10 N. Karavarsamis , G. Guillera-Arroita , RM Huggins , B J T Morgan

Improving the detection of relevant variables using a new bivariate measure could importantly impact variable selection and large network inference methods. In this paper, we propose a new statistical coefficient that we call the rank…

Machine Learning · Statistics 2013-05-10 Patrick E. Meyer

The simple and partial Mantel tests are routinely used in many areas of evolutionary biology to assess the significance of the association between two or more matrices of distances relative to the same pairs of individuals or demes. Partial…

Populations and Evolution · Quantitative Biology 2012-11-01 Gilles Guillot , François Rousset

This article proposes a novel test for the martingale difference hypothesis based on the martingale difference divergence function, a recently developed dependence measure suitable for measuring the degree of conditional mean dependence of…

Applications · Statistics 2023-11-10 Luca Mattia Rolla

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

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

In responding to rating questions, an individual may give answers either according to his/her knowledge/awareness or to his/her level of indecision/uncertainty, typically driven by a response style. As ignoring this dual behaviour may lead…

Methodology · Statistics 2021-04-08 Roberto Colombi , Sabrina Giordano , Anna Gottard , Maria Iannario

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

Under mild Markov assumptions, sufficient conditions for strict minimax optimality of sequential tests for multiple hypotheses under distributional uncertainty are derived. First, the design of optimal sequential tests for simple hypotheses…

Statistics Theory · Mathematics 2020-10-26 Michael Fauss , Abdelhak M. Zoubir , H. Vincent Poor

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
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