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We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…

Applications · Statistics 2016-09-20 Dalia Chakrabarty

Data with multiple functional recordings at each observational unit are increasingly common in various fields including medical imaging and environmental sciences. To conduct inference for such observations, we develop a paired two-sample…

Methodology · Statistics 2025-06-16 Colin Decker , Dehan Kong , Stanislav Volgushev

Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, \GB{with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown.} We consider the problem of testing if $\mu$ is…

Machine Learning · Computer Science 2021-10-11 Gilles Blanchard , Jean-Baptiste Fermanian

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

The lack of non-parametric statistical tests for confounding bias significantly hampers the development of robust, valid and generalizable predictive models in many fields of research. Here I propose the partial and full confounder tests,…

Machine Learning · Computer Science 2025-05-30 Tamas Spisak

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

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…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Nirian Martin , Ayanendranath Basu , Leandro Pardo

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…

Statistics Theory · Mathematics 2017-06-15 Alexander R. Luedtke , Marco Carone , Mark J. van der Laan

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

Given $N$ i.i.d. samples from a probability measure $\mu$ on $\mathbf{R}^d$, we study the rate of convergence of the empirical measure $\mu_N \to \mu$ in the negative Sobolev space $W^{-\alpha, p}$. When $W^{-\alpha, p}$ contains point…

Probability · Mathematics 2025-12-22 Gautam Iyer , Raghavendra Venkatraman

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…

Econometrics · Economics 2023-04-18 Pedro H. C. Sant'Anna , Xiaojun Song

This paper deals with two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of different sample sizes. We found out most biased distribution for some values of significance level $\alpha$.…

Other Statistics · Statistics 2011-06-29 Peter Bubelíny

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…

Statistics Theory · Mathematics 2014-05-22 Gabriela Ciuperca , Zahraa Salloum

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

Methodology · Statistics 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

The $\beta$-model has been extensively utilized to model degree heterogeneity in networks, wherein each node is assigned a unique parameter. In this article, we consider the hypothesis testing problem that two nodes $i$ and $j$ of a…

Statistics Theory · Mathematics 2024-03-12 Kang Fu , Jianwei Hu , Meng Sun