Related papers: Two-Sample Test with Copula Entropy
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…
Null Hypothesis Statistical Testing is a dominant framework for conducting statistical analysis across the sciences. There remains considerable debate as to whether, and under what circumstances, evidence can be said to be confirmatory of a…
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete…
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…
This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…
In this paper, we propose an explicit closed-form Bayes factor for the problem of two-sample hypothesis testing. The proposed approach can be regarded as a Bayesian version of the pooled-variance t-statistic and has various appealing…
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…
This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…
Our article is concerned with adaptive sampling schemes for Bayesian inference that update the proposal densities using previous iterates. We introduce a copula based proposal density which is made more efficient by combining it with…
We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…
Given two sets of independent samples from unknown distributions $P$ and $Q$, a two-sample test decides whether to reject the null hypothesis that $P=Q$. Recent attention has focused on kernel two-sample tests as the test statistics are…
In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…
The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…
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…
Persistent entropy (PE) is an information-theoretic summary statistic of persistence barcodes that has been widely used to detect regime changes in complex systems. Despite its empirical success, a general theoretical understanding of when…
Deheuvels [J. Multivariate Anal. 11 (1981) 102--113] and Genest and R\'{e}millard [Test 13 (2004) 335--369] have shown that powerful rank tests of multivariate independence can be based on combinations of asymptotically independent…
We propose a nonparametric estimator of multivariate joint entropy based on partitioned sample spacing (PSS). The method extends univariate spacing ideas to $\mathbb{R}^{d}$ by partitioning into localized cells and aggregating within-cell…
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…