Related papers: Testing equivalence of multinomial distributions -…
We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL estimators share the same limiting distribution as their…
In order to test if an unknown matrix has a given rank (null hypothesis), we consider the family of statistics that are minimum squared distances between an estimator and the manifold of fixed-rank matrix. Under the null hypothesis, every…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…
The multinomial model is one of the simplest statistical models. When constraints are placed on the possible values for the probabilities, however, it becomes much more difficult to deal with. Model checking and checking for prior-data…
The surge in digitized text data requires reliable inferential methods on observed textual patterns. This article proposes a novel two-sample text test for comparing similarity between two groups of documents. The hypothesis is whether the…
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…
Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…
Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…
We present a general approach to constructing permutation tests that are both exact for the null hypothesis of equality of distributions and asymptotically correct for testing equality of parameters of distributions while allowing the…
Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both having the same mean-covariance structure. This…
In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…
We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…
This paper considers the inference of trends in multiple, nonstationary time series. To test whether trends are parallel to each other, we use a parallelism index based on the L2-distances between nonparametric trend estimators and their…
Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…
The likelihood ratio test against a tree ordered alternative in one-way heteroscedastic ANOVA is considered for the first time. Bootstrap is used to implement this and two multiple comparisons based tests and shown to have very good size…
We present a method which tests whether or not two datasets (one of which could be Monte Carlo generated) might come from the same distribution. Our method works in arbitrarily high dimensions.