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We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and under the assumption of a change with decreasing change-point…

Statistics Theory · Mathematics 2020-10-01 Annika Betken , Martin Wendler

In this paper we develop a new tool for the comparison of paired data based on a new criterion of stochastic dominance that takes into account the dependence structure of the random variables under comparison. This new procedure provides a…

Statistics Theory · Mathematics 2026-01-27 F. Belzunce , C. Martínez-Riquelme

We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…

Statistics Theory · Mathematics 2013-12-02 Mikhail Langovoy

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Tests for paired censored outcomes have been extensively studied, with some justified in the context of randomization-based inference. These tests are primarily designed to detect an overall treatment effect across the entire follow-up…

Methodology · Statistics 2025-06-10 Sangjin Lee , Kwonsang Lee

We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…

Methodology · Statistics 2018-09-21 Axel Bücher , Jean-David Fermanian , Ivan Kojadinovic

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…

Machine Learning · Statistics 2025-05-21 Aleksandr Podkopaev , Patrick Blöbaum , Shiva Prasad Kasiviswanathan , Aaditya Ramdas

In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…

Statistics Theory · Mathematics 2016-10-20 Annika Betken , Martin Wendler

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been…

Machine Learning · Computer Science 2012-05-14 Siwei Lyu

In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data,…

Applications · Statistics 2024-03-06 Shuyi Liang , Kai-Tai Fang , Xin-Wei Huang , Yijing Xin , Chang-Xing Ma

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Machine Learning · Computer Science 2012-07-02 Harald Steck

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

Group testing, a problem with diverse applications across multiple disciplines, traditionally assumes independence across nodes' states. Recent research, however, focuses on real-world scenarios that often involve correlations among nodes,…

Information Theory · Computer Science 2025-04-02 Hesam Nikpey , Saswati Sarkar , Shirin Saeedi Bidokhti

As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…

Statistics Theory · Mathematics 2018-05-18 Ze Jin , Xiaohan Yan , David S. Matteson

An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…

Applications · Statistics 2008-12-29 Mingyan Huang , Daowen Zhang

We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical…

Methodology · Statistics 2023-12-27 Povilas Daniušis

Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…

Methodology · Statistics 2024-09-04 Christian Röver , Tim Friede