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In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first crucial to specify its exact meaning in a hypothesis…

Statistics Theory · Mathematics 2024-04-11 Joseph P. Romano , Marius A. Tirlea

Factorial experiments in research on memory, language, and in other areas are often analyzed using analysis of variance (ANOVA). However, for effects with more than one numerator degrees of freedom, e.g., for experimental factors with more…

Methodology · Statistics 2019-07-19 Daniel J. Schad , Shravan Vasishth , Sven Hohenstein , Reinhold Kliegl

The comparison of proportions is considered in the asymptotic generalized linear model with the odds ratio as effect size. When several doses are compared with a control assuming an order restriction, a Williams-type trend test can be used.…

Applications · Statistics 2020-11-30 Ludwig A. Hothorn

Comparing the mean vectors across different groups is a cornerstone in the realm of multivariate statistics, with quadratic forms commonly serving as test statistics. However, when the overall hypothesis is rejected, identifying specific…

Methodology · Statistics 2025-06-04 Paavo Sattler , Markus Pauly , Merle Munko

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller…

Statistics Theory · Mathematics 2023-05-16 Patrick Bastian , Holger Dette , Lukas Koletzko

Evidence of a global trend in dose-response dependencies is commonly used in bio-medicine and epidemiology, especially because this represents a causality criterion. However, conventional trend tests indicate a significant trend even when…

Applications · Statistics 2023-11-06 Ludwig A. Hothorn

In this paper new test statistics are introduced and studied for the important problem of testing hypothesis that involves inequality constraint on proportions when the sample comes from independent binomial random variables: Wald type and…

Methodology · Statistics 2014-02-28 Nirian Martín , Raquel Mata , Leando Pardo

A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of…

Statistics Theory · Mathematics 2010-10-21 Min Hee Kim , Michael G. Akritas

Analysis of variance (ANOVA) reveals some disadvantages, such as non-robustness against heteroscedastic or non-normal errors and using difference to overall mean as effect sizes only. As an alternative the multiple contrast test comparing…

Methodology · Statistics 2023-03-27 Ludwig A. Hothorn

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…

Methodology · Statistics 2015-03-17 David Degras , Zhiwei Xu , Ting Zhang , Wei Biao Wu

When comparing multiple groups in clinical trials, we are not only interested in whether there is a difference between any groups but rather the location. Such research questions lead to testing multiple individual hypotheses. To control…

A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks filters out any trend component that satisfies some…

Econometrics · Economics 2020-09-15 Sven Otto

Recent work has proposed the use of a composite hypothesis Hoeffding test for statistical anomaly detection. Setting an appropriate threshold for the test given a desired false alarm probability involves approximating the false alarm…

Information Theory · Computer Science 2016-09-19 Jing Zhang , Ioannis Ch. Paschalidis

There are very different statistical methods for demonstrating a trend in pharmacological experiments. Here, the focus is on sparse models with only one parameter to be estimated and interpreted: the increase in the regression model and the…

Applications · Statistics 2020-07-21 Ludwig A. Hothorn

Factorial designs are frequently used in different fields of science, e.g. psychological, medical or biometric studies. Standard approaches, as the ANOVA $F$-test, make different assumptions on the distribution of the error terms, the…

Methodology · Statistics 2018-02-21 Maria Umlauft

Suppose (standardized) measurements or statistics are monitored to raise an alarm when a threshold is exceeded. Often, the underlying population is heterogenous with respect to important discrete variables and thus samples may consist of…

Statistics Theory · Mathematics 2025-10-10 Ansgar Steland

Directional inference for vector parameters based on higher order approximations in likelihood inference has recently been developed in the literature. Here we explore examples of directional inference where the calculations can be…

Statistics Theory · Mathematics 2018-08-14 Andrew McCormack , Nancy Reid , Nicola Sartori , Sri-Amirthan Theivendran

We propose a powerful adaptive contrast test with ordinal constraint contrast coefficients determined by observed responses. The adaptive contrast test can perform using easily calculated contrast coefficients and existing statistical…

Methodology · Statistics 2021-09-23 Masahiro Kojima

In this paper, we describe a universal method for extracting the underlying monotonic trend factor from time series data. We propose an approach related to the Mann-Kendall test, a standard monotonic trend detection method and call it…

Machine Learning · Computer Science 2026-04-17 Edouard Pineau , Sébastien Razakarivony

This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are considered with particular interest in tests that trend ratios are…

Econometrics · Economics 2026-03-02 Timothy J. Vogelsang
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