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A widely used formulation for null hypotheses in the analysis of multivariate $d$-dimensional data is $\mathcal{H}_0: \boldsymbol{H} \boldsymbol{\theta} =\boldsymbol{y}$ with $\boldsymbol{H}$ $\in\mathbb{R}^{m\times d}$,…

Statistics Theory · Mathematics 2023-10-10 Paavo Sattler , Georg Zimmermann

Comparing the mean vectors across different groups is a cornerstone in the realm of multivariate statistics, with quadratic forms commonly serving as test statistics. However, when the overall hypothesis is rejected, identifying specific…

Methodology · Statistics 2025-06-04 Paavo Sattler , Markus Pauly , Merle Munko

Hypothesis testing is one of the most common types of data analysis and forms the backbone of scientific research in many disciplines. Analysis of variance (ANOVA) in particular is used to detect dependence between a categorical and a…

Cryptography and Security · Computer Science 2019-03-05 Marika Swanberg , Ira Globus-Harris , Iris Griffith , Anna Ritz , Adam Groce , Andrew Bray

We introduce a unified approach to testing a variety of rather general null hypotheses that can be formulated in terms of covariances matrices. These include as special cases, for example, testing for equal variances, equal traces, or for…

Statistics Theory · Mathematics 2020-12-23 Paavo Sattler , Arne C. Bathke , Markus Pauly

Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…

Statistics Theory · Mathematics 2025-09-12 Yunyi Zhang

Many experimental paradigms in neuroscience involve driving the nervous system with periodic sensory stimuli. Neural signals recorded using a variety of techniques will then include phase-locked oscillations at the stimulation frequency.…

Methodology · Statistics 2021-08-30 Daniel H. Baker

We consider the multiple testing of the general regression framework aiming at studying the relationship between a univariate response and a p-dimensional predictor. To test the hypothesis of the effect of each predictor, we construct an…

Methodology · Statistics 2023-06-19 Zhigen Zhao , Xin Xing

Correlation matrices are an essential tool for investigating the dependency structures of random vectors or comparing them. We introduce an approach for testing a variety of null hypotheses that can be formulated based upon the correlation…

Statistics Theory · Mathematics 2023-07-12 Paavo Sattler , Markus Pauly

In many experiments in the life sciences, several endpoints are recorded per subject. The analysis of such multivariate data is usually based on MANOVA models assuming multivariate normality and covariance homogeneity. These assumptions,…

Applications · Statistics 2017-12-06 Sarah Friedrich , Markus Pauly

Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of variance (ANOVA). We study this problem under…

Statistics Theory · Mathematics 2012-02-24 Ery Arias-Castro , Emmanuel J. Candès , Yaniv Plan

The framework Pure Type System (PTS) offers a simple and general approach to designing and formalizing type systems. However, in the presence of dependent types, there often exist certain acute problems that make it difficult for PTS to…

Programming Languages · Computer Science 2017-03-28 Hongwei Xi

Factorial designs are frequently used in different fields of science, e.g. psychological, medical or biometric studies. Standard approaches, as the ANOVA $F$-test, make different assumptions on the distribution of the error terms, the…

Methodology · Statistics 2018-02-21 Maria Umlauft

In applied research, it is often sensible to account for one or several covariates when testing for differences between multivariate means of several groups. However, the "classical" parametric multivariate analysis of covariance (MANCOVA)…

Methodology · Statistics 2020-04-28 Georg Zimmermann , Markus Pauly , Arne C. Bathke

When search methods are being designed it is very important to know which parameters have the greatest influence on the behaviour and performance of the algorithm. To this end, algorithm parameters are commonly calibrated by means of either…

We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald tests for invariant vectors and $t$-tests for their individual…

Statistics Theory · Mathematics 2025-10-13 Jérôme R. Simons

We study the problem of multiple hypothesis testing (HT) in view of a rejection option. That model of HT has many different applications. Errors in testing of M hypotheses regarding the source distribution with an option of rejecting all…

Information Theory · Computer Science 2016-11-17 Naira Grigoryan , Ashot Harutyunyan , Svyatoslav Voloshynovskiy , Oleksiy Koval

Genome-wide Association Studies (GWASs) for complex diseases often collect data on multiple correlated endo-phenotypes. Multivariate analysis of these correlated phenotypes can improve the power to detect genetic variants. Multivariate…

Methodology · Statistics 2015-03-12 Debashree Ray , James S Pankow , Saonli Basu

SAS introduced Type III methods to address difficulties in dummy-variable models for effects of multiple factors and covariates. Type III methods are widely used in practice; they are the default method in many statistical computing…

Methodology · Statistics 2017-08-23 Lynn R. LaMotte

Analysis of variance (ANOVA) is an extremely important method in exploratory and confirmatory data analysis. Unfortunately, in complex problems (e.g., split-plot designs), it is not always easy to set up an appropriate ANOVA. We propose a…

Statistics Theory · Mathematics 2007-06-13 Andrew Gelman

Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…

Methodology · Statistics 2013-03-15 Steven Geinitz , Reinhard Furrer
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