Related papers: A likelihood ratio test for circular multimodality
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
Recent experimental evidence suggests that interactions in flocks of birds do not involve a characteristic length scale. Bird flocks have also been revealed to have an inhomogeneous density distribution, with the density of birds near the…
This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…
The Behrens-Fisher problem concerns testing the equality of the means of two normal populations with possibly different variances. The null hypothesis in this problem induces a statistical model for which the likelihood function may have…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
Comparing $K$-sample distributions is a fundamental problem in data science that arises in a wide variety of fields and applications. In this article, we introduce a maximum-of-differences approach to make such comparisons. Specifically, we…
The circular uniform distribution on the unit circle is closed under summation, that is, the sum of independent circular uniformly distributed random variables is also circular uniformly distributed. In this study, it is shown that a family…
Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
Mixed effects models are widely used to describe heterogeneity in a population. A crucial issue when adjusting such a model to data consists in identifying fixed and random effects. From a statistical point of view, it remains to test the…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
Large-scale multiple testing problems require the simultaneous assessment of many p-values. This paper compares several methods to assess the evidence in multiple binomial counts of p-values: the maximum of the binomial counts after…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
In this paper, we advocate a novel measure for the purpose of checking the quality of a cluster partition for a sample into several distinct classes, and thus, determine the unknown value for the true number of clusters prevailing the…
The density band model proposed by Kassam for robust hypothesis testing is revisited in this paper. First, a novel criterion for the general characterization of least favorable distributions is proposed, which unifies existing results. This…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
We wish to estimate the total number of classes in a population based on sample counts, especially in the presence of high latent diversity. Drawing on probability theory that characterizes distributions on the integers by ratios of…
Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with…