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We develop a group of robust, nonparametric hypothesis tests which detect differences between the covariance operators of several populations of functional data. These tests, called FKWC tests, are based on functional data depth ranks.…

Methodology · Statistics 2021-06-21 Kelly Ramsay , Shojaeddin Chenouri

For nonparametric inference about a function, multiscale testing procedures resolve the need for bandwidth selection and achieve asymptotically optimal detection performance against a broad range of alternatives. However, critical values…

Statistics Theory · Mathematics 2025-06-06 Johann Köhne , Fabian Mies

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

A new family of nonparametric statistics, the r-statistics, is introduced. It consists of counting the number of records of the cumulative sum of the sample. The single-sample r-statistic is almost as powerful as Student's t-statistic for…

Methodology · Statistics 2015-07-14 Damien Challet

This article considers testing for mean-level shifts in functional data. The class of the famous Darling-Erd\H{o}s-type cumulative sums (CUSUM) procedures is extended to functional time series under short range dependence conditions which…

Statistics Theory · Mathematics 2016-02-26 Leonid Torgovitski

Statistical inference in the presence of nuisance functionals with complex survey data is an important topic in social and economic studies. The Gini index, Lorenz curves and quantile shares are among the commonly encountered examples. The…

Methodology · Statistics 2023-02-17 Puying Zhao , Changbao Wu

The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…

Methodology · Statistics 2015-06-05 Tomáš Mrkvička , Mari Myllymäki , Ute Hahn

We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test…

Statistics Theory · Mathematics 2024-04-15 Qianqian Jiang , Wenbo Li , Zeng Li

In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…

Methodology · Statistics 2016-09-16 Jia Guo , Bu Zhou , Jin-Ting Zhang

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…

Statistics Theory · Mathematics 2016-09-29 Efstathios Paparoditis , Theofanis Sapatinas

This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…

Methodology · Statistics 2023-09-01 Graciela Boente , Juan Carlos Pardo-Fernández

Wilcoxon Rank-based tests are distribution-free alternatives to the popular two-sample and paired t-tests. For independent data, they are available in several R packages such as stats and coin. For clustered data, in spite of the recent…

Computation · Statistics 2017-06-13 Yujing Jiang , Xin He , Mei-Ling Ting Lee , Bernard Rosner , Jun Yan

To detect differences between the mean curves of two samples in longitudinal study or functional data analysis, we usually need to partition the temporal or spatial domain into several pre-determined sub-areas. In this paper we apply the…

Methodology · Statistics 2015-05-01 Peirong Xu , Youngjo Lee , Jian Qing Shi

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

A fundamental functional in nonparametric statistics is the Mann-Whitney functional ${\theta} = P (X < Y )$ , which constitutes the basis for the most popular nonparametric procedures. The functional ${\theta}$ measures a location or…

Methodology · Statistics 2023-11-30 Jonas Beck , Patrick B. Langthaler , Arne C. Bathke

Multivariate functional data has received considerable attention but testing for equality of mean surfaces and its profile has limited progress. The existing literature has tested equality of either mean curves of univariate functional…

Methodology · Statistics 2019-03-07 Jin Yang , Tao Zhang , Chunling Liu , Kam Chuen Yuen , Aiyi Liu

Given independent samples from two univariate distributions, the one-sided Wilcoxon-Mann-Whitney statistic may be used to conduct a rank-based test of first-order stochastic dominance. We broaden the scope of applicability of such tests by…

Econometrics · Economics 2026-03-03 Brendan K. Beare , Jackson D. Clarke

In this paper we study multivariate ranks and quantiles, defined using the theory of optimal transport, and build on the work of Chernozhukov et al.(2017) and Hallin et al.(2021). We study the characterization, computation and properties of…

Statistics Theory · Mathematics 2021-05-06 Promit Ghosal , Bodhisattva Sen

Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…

Statistics Theory · Mathematics 2021-05-04 Hongjian Shi , Marc Hallin , Mathias Drton , Fang Han

This paper deals with testing the equality of $k$ ($k\ge 2$) distribution functions against possible stochastic ordering among them. Two classes of rank tests are proposed for this testing problem. The statistics of the tests under study…

Statistics Theory · Mathematics 2025-06-03 Nikolay I. Nikolov , Eugenia Stoimenova