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For many causal effect parameters of interest, doubly robust machine learning (DRML) estimators $\hat{\psi}_{1}$ are the state-of-the-art, incorporating the good prediction performance of machine learning; the decreased bias of doubly…

Machine Learning · Statistics 2020-07-14 Lin Liu , Rajarshi Mukherjee , James M. Robins

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

We further study the asymptotics of quantization errors for two classes of in-homogeneous self-similar measures $\mu$. We give a new sufficient condition for the upper quantization coefficient for $\mu$ to be finite. This, together with our…

Metric Geometry · Mathematics 2016-09-01 Sanguo Zhu

Network (graph) data analysis is a popular research topic in statistics and machine learning. In application, one is frequently confronted with graph two-sample hypothesis testing where the goal is to test the difference between two graph…

Methodology · Statistics 2021-02-01 Mingao Yuan , Qian Wen

This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" R\'enyi divergence, we derive novel non-asymptotic bounds…

Information Theory · Computer Science 2026-01-21 Roberto Bruno , Adrien Vandenbroucque , Amedeo Roberto Esposito

We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…

Statistics Theory · Mathematics 2013-10-24 Mikhail Ermakov

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…

Statistics Theory · Mathematics 2021-09-08 Boris Landa , Rihao Qu , Joseph Chang , Yuval Kluger

Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric behavior exist and need to be considered in empirical…

Econometrics · Economics 2024-10-10 Abdulnasser Hatemi-J

We consider the problem of detecting sparse heterogeneous mixtures from a nonparametric perspective, and develop distribution-free tests when all effects have the same sign. Specifically, we assume that the null distribution is symmetric…

Statistics Theory · Mathematics 2013-11-18 Ery Arias-Castro , Meng Wang

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

Hypothesis testing is a statistical inference approach used to determine whether data supports a specific hypothesis. An important type is the two-sample test, which evaluates whether two sets of data points are from identical…

Machine Learning · Computer Science 2025-01-08 Weizhi Li , Visar Berisha , Gautam Dasarathy

No-Signalling is a fundamental constraint on the probabilistic predictions made by physical theories. It is usually justified in terms of the constraints imposed by special relativity. However, this justification is not as clear-cut as is…

Quantum Physics · Physics 2014-12-31 Samson Abramsky , Adam Brandenburger , Andrei Savochkin

This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on…

Statistics Theory · Mathematics 2025-10-07 Yuya Shimizu , Taisuke Otsu

In this paper, we study the problem of testing the equality of two multivariate distributions. One class of tests used for this purpose utilizes geometric graphs constructed using inter-point distances. So far, the asymptotic theory of…

Statistics Theory · Mathematics 2025-04-22 Rahul Raphael Kanekar

Equivalence testing compares the hypothesis that an effect $\mu$ is large against the alternative that it is negligible. Here, `large' is classically expressed as being larger than some `equivalence margin' $\Delta$. A longstanding problem…

Statistics Theory · Mathematics 2026-03-18 Stan Koobs , Nick W. Koning

Positive and negative likelihood ratios are parameters which are used to assess and compare the effectiveness of binary diagnostic tests. Both parameters only depend on the sensitivity and specificity of the diagnostic test and are…

Other Statistics · Statistics 2024-09-02 Jose Antonio Roldan-Nofuentes , Saad Bouh Sidaty-Regad

In some high-dimensional and semiparametric inference problems involving two populations, the parameter of interest can be characterized by two-sample U-statistics involving some nuisance parameters. In this work we first extend the…

Methodology · Statistics 2024-02-02 Yuchen Chen , Jing Lei