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The Behrens-Fisher Problem is a classical statistical problem. It is to test the equality of the means of two normal populations using two independent samples, when the equality of the population variances is unknown. Linnik (1968) has…

Statistics Theory · Mathematics 2022-11-09 Chang Wang , Jinzhu Jia

In this paper, a novel test for testing whether data are Missing Completely at Random is proposed. Asymptotic properties of the test are derived utilizing the theory of non-degenerate U-statistics. It is shown that the novel test statistic…

Statistics Theory · Mathematics 2023-10-31 Danijel Aleksić

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

Probability · Mathematics 2023-12-04 Nils Heerten , Holger Sambale , Christoph Thäle

The Welch-Satterthwaite t-test is one of the most prominent and often used statistical inference method in applications. The method is, however, not flexible with respect to adjustments for baseline values or other covariates, which may…

Methodology · Statistics 2018-08-29 Cong Cao , Markus Pauly , Frank Konietschke

Testing the (in)equality of variances is an important problem in many statistical applications. We develop default Bayes factor tests to assess the (in)equality of two or more population variances, as well as a test for whether the…

Methodology · Statistics 2022-08-02 Fabian Dablander , Don van den Bergh , Eric-Jan Wagenmakers , Alexander Ly

We study the large-width asymptotics of random fully connected neural networks with weights drawn from $\alpha$-stable distributions, a family of heavy-tailed distributions arising as the limiting distributions in the Gnedenko-Kolmogorov…

Statistics Theory · Mathematics 2025-03-12 Tomás Soto

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

Probability · Mathematics 2020-07-28 Moritz Jirak

Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…

Methodology · Statistics 2018-10-04 Natalia L. Oliveira , Carlos A. de B. Pereira , Marcio A. Diniz , Adriano Polpo

Under a multinormal distribution with arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist and Fisherian paradigms for the problems of…

Statistics Theory · Mathematics 2019-12-24 Ming-Tien Tsai

We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…

Methodology · Statistics 2015-05-04 Jihnhee Yu , Luge Yang , Albert Vexler , Alan D. Hutson

U-statistics are widely used in fields such as economics, machine learning, and statistics. However, while they enjoy desirable statistical properties, they have an obvious drawback in that the computation becomes impractical as the data…

Statistics Theory · Mathematics 2020-08-12 Xiangshun Kong , Wei Zheng

We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…

Statistics Theory · Mathematics 2018-05-24 Guy Bresler , Dheeraj Nagaraj

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

We introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…

Probability · Mathematics 2007-05-23 Larry Goldstein , Aihua Xia

The tetrad constraint is a condition of which the satisfaction signals a rank reduction of a covariance submatrix and is used to design causal discovery algorithms that detects the existence of latent (unmeasured) variables, such as FOFC.…

Machine Learning · Statistics 2020-09-30 Shuyan Wang

We prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform…

Probability · Mathematics 2025-12-23 Yeor Hafouta

This paper lays the groundwork for a unifying approach to stochastic dominance testing under survey nonresponse that integrates the partial identification approach to incomplete data and design-based inference for complex survey data. We…

Econometrics · Economics 2024-06-25 Rami V. Tabri , Mathew J. Elias

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

Probability · Mathematics 2025-03-05 Partha S. Dey , Grigory Terlov

This paper addresses the problem of clustering measurement vectors that are heteroscedastic in that they can have different covariance matrices. From the assumption that the measurement vectors within a given cluster are Gaussian…

Machine Learning · Statistics 2026-04-03 Dominique Pastor , Elsa Dupraz , Ismail Hbilou , Guillaume Ansel

A low-degree polynomial model for a response curve is used commonly in practice. It generally incorporates a linear or quadratic function of the covariate. In this paper we suggest methods for testing the goodness of fit of a general…

Statistics Theory · Mathematics 2008-12-18 Peter Hall , Yanyuan Ma