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This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test.…

Statistics Theory · Mathematics 2020-08-24 Abdullah Qayed , Dong Han

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

Using the 2MASS Photometric Redshift catalogue we perform a number of statistical tests aimed at detecting possible departures from statistical homogeneity and isotropy in the large-scale structure of the Universe. Making use of the angular…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-23 David Alonso , Ana Isabel Salvador , Francisco Javier Sánchez , Maciej Bilicki , Juan García-Bellido , Eusebio Sánchez

In this work, we generalize the Cram\'er-von Mises statistic via projection-averaging to obtain a robust test for the multivariate two-sample problem. The proposed test is consistent against all fixed alternatives, robust to heavy-tailed…

Statistics Theory · Mathematics 2019-05-22 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hao Liu

The degrees are a classical and relevant way to study the topology of a network. They can be used to assess the goodness-of-fit for a given random graph model. In this paper we introduce goodness-of-fit tests for two classes of models.…

Statistics Theory · Mathematics 2019-07-30 Sarah Ouadah , Stéphane Robin , Pierre Latouche

In the literature, derivations of exact null distributions of rank-sum statistics is often avoided in cases where one or more ties exist in the data. By deriving the null distribution in the no-ties case with the aid of classical $q$-series…

Statistics Theory · Mathematics 2025-08-19 Andrew V. Sills

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…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

In recent years, Bayesian nonparametric statistics has gathered extraordinary attention. Nonetheless, a relatively little amount of work has been expended on Bayesian nonparametric hypothesis testing. In this paper, a novel Bayesian…

Statistics Theory · Mathematics 2015-05-08 Luai Al Labadi , Emad Masuadi , Mahmoud Zarepour

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propose a consistent statistical model for binary trees, from…

Nonparametric rank tests for homogeneity and component independence are proposed, which are based on data compressors. For homogeneity testing the idea is to compress the binary string obtained by ordering the two joint samples and writing…

Data Structures and Algorithms · Computer Science 2012-02-28 Daniil Ryabko , Juergen Schmidhuber

We generalize Levene's test for variance (scale) heterogeneity between $k$ groups for more complex data, which includes sample correlation and group membership uncertainty. Following a two-stage regression framework, we show that least…

Methodology · Statistics 2016-05-19 David Soave , Lei Sun

The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that…

Machine Learning · Statistics 2022-06-01 Xiuyuan Cheng , Alexander Cloninger

Consider a case-control study in which the aim is to assess the effect of a factor on disease occurrence. We suppose that this factor is dichotomous. Also suppose that the data consists of two strata, each stratum summarized by a two-by-two…

Methodology · Statistics 2017-10-18 Paul Kabaila , Dilshani Tissera

In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…

Statistics Theory · Mathematics 2010-02-25 Jim Kuelbs , Anand N. Vidyashankar

A rank-based test of the null hypothesis that a regressor has no effect on a response variable is proposed and analyzed. This test is identical in structure to the order selection test but with the raw data replaced by ranks. The test is…

Statistics Theory · Mathematics 2008-12-18 Jeffrey D. Hart

Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…

Methodology · Statistics 2023-07-04 Doudou Zhou , Hao Chen

This paper reconsiders the problem of testing the equality of two unspecified continuous distributions. The framework, which we propose, allows for readable and insightful data visualisation and helps to understand and quantify how two…

Methodology · Statistics 2025-03-04 Bogdan Ćmiel , Teresa Ledwina

Motivated by the likelihood ratio test under the Gaussian assumption, we develop a maximum sum-of-squares test for conducting hypothesis testing on high dimensional mean vector. The proposed test which incorporates the dependence among the…

Methodology · Statistics 2015-10-21 Xianyang Zhang