Related papers: Many-sample tests for the equality and the proport…
Data analysis in cosmology requires reliable covariance matrices. Covariance matrices derived from numerical simulations often require a very large number of realizations to be accurate. When a theoretical model for the covariance matrix…
Modern high-throughput biomedical devices routinely produce data on a large scale, and the analysis of high-dimensional datasets has become commonplace in biomedical studies. However, given thousands or tens of thousands of measured…
In clinical trials the comparison of two different populations is a frequently addressed problem. Non-linear (parametric) regression models are commonly used to describe the relationship between covariates as the dose and a response…
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
Plausibility is a formalization of exact tests for parametric models and generalizes procedures such as Fisher's exact test. The resulting tests are based on cumulative probabilities of the probability density function and evaluate…
One of the key tasks in physics is to perform measurements in order to determine the state of a system. Often, measurements are aimed at determining the values of physical parameters, but one can also ask simpler questions, such as "is the…
Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices $X$ of dimension $n\times p$, where $p$ and $n$ are both large. Results…
We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…
We propose a new estimator, the quadratic form estimator, of the Kronecker product model for covariance matrices. We show that this estimator has good properties in the large dimensional case (i.e., the cross-sectional dimension $n$ is…
This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form $\mathbf{B}_n=n^{-1}\sum_{j=1}^{n}\mathbf{Q}\mathbf{x}_j\mathbf{x}_j^{*}\mathbf{Q}^{*}$ where…
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…
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
The "large p, small n" paradigm arises in microarray studies, where expression levels of thousands of genes are monitored for a small number of subjects. There has been an increasing demand for study of asymptotics for the various…
The univariate quantile-quantile (Q-Q) plot is a well-known graphical tool for examining whether two data sets are generated from the same distribution or not. It is also used to determine how well a specified probability distribution fits…
We study a large-scale one-sided multiple testing problem in which test statistics follow normal distributions with unit variance, and the goal is to identify signals with positive mean effects. A conventional approach is to compute…
Empirical phi-divergence test-statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behaviour of the classical likelihood ratio test-statistic, as well asfor model misspecification…
When modeling the distribution of a multivariate continuous random vector using the so-called \emph{copula approach}, it is not uncommon to have ties in the coordinate samples of the available data because of rounding or lack of measurement…
Consider a fixed universe of $N=2^n$ elements and the uniform distribution over elements of some subset of size $K$. Given samples from this distribution, the task of complement sampling is to provide a sample from the complementary subset.…
Two-sample hypothesis testing for large graphs is popular in cognitive science, probabilistic machine learning and artificial intelligence. While numerous methods have been proposed in the literature to address this problem, less attention…