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This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…

Methodology · Statistics 2022-06-07 Feiyu Jiang , Runmin Wang , Xiaofeng Shao

In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…

Methodology · Statistics 2026-02-10 Juan Carlos Escanciano , Jacobo de Uña-Álvarez

Rotationally symmetric distributions on the p-dimensional unit hypersphere, extremely popular in directional statistics, involve a location parameter theta that indicates the direction of the symmetry axis. The most classical way of…

Statistics Theory · Mathematics 2014-02-13 Christophe Ley , Davy Paindaveine , Thomas Verdebout

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis

We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process with jointly symmetric innovations, its ordinary least square…

Chaotic Dynamics · Physics 2007-05-23 Xiaodong Luo , Jie Zhang , Michael Small , Irene Moroz

We propose a class of rank-based procedures for testing that the shape matrix $\mathbf{V}$ of an elliptical distribution (with unspecified center of symmetry, scale and radial density) has some fixed value ${\mathbf{V}}_0$; this includes,…

Statistics Theory · Mathematics 2009-09-29 Marc Hallin , Davy Paindaveine

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under…

Methodology · Statistics 2015-06-30 Long Feng , Fasheng Sun

The Wilcoxon-Mann-Whitney test is a robust competitor of the t-test in the univariate setting. For finite dimensional multivariate data, several extensions of the Wilcoxon-Mann-Whitney test have been shown to have better performance than…

Methodology · Statistics 2014-03-04 Anirvan Chakraborty , Probal Chaudhuri

We present an algorithm for testing halfspaces over arbitrary, unknown rotation-invariant distributions. Using $\tilde O(\sqrt{n}\epsilon^{-7})$ random examples of an unknown function $f$, the algorithm determines with high probability…

Data Structures and Algorithms · Computer Science 2018-11-02 Nathaniel Harms

Statistical significance tests can provide evidence that the observed difference in performance between two methods is not due to chance. In Information Retrieval, some studies have examined the validity and suitability of such tests for…

Information Retrieval · Computer Science 2019-04-09 Javier Parapar , David E. Losada , Manuel A. Presedo-Quindimil , Alvaro Barreiro

We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…

Statistics Theory · Mathematics 2008-12-18 Marc Hallin , Davy Paindaveine

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…

Statistics Theory · Mathematics 2025-10-28 Falong Tan , Xu Guo , Lixing Zhu

We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…

Statistics Theory · Mathematics 2026-05-18 Dietmar Ferger

We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…

Statistics Theory · Mathematics 2017-02-07 Yun Yang , Zuofeng Shang , Guang Cheng

The problem of curve registration appears in many different areas of applications ranging from neuroscience to road traffic modeling. In the present work, we propose a nonparametric testing framework in which we develop a generalized…

Statistics Theory · Mathematics 2015-02-20 Olivier Collier , Arnak S. Dalalyan