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ANOVA decomposition of function with random input variables provides ANOVA functionals (AFs), which contain information about the contributions of the input variables on the output variable(s). By embedding AFs into an appropriate…
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…
Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…
We consider the problem of detecting anomalies among a given set of processes using their noisy binary sensor measurements. The noiseless sensor measurement corresponding to a normal process is 0, and the measurement is 1 if the process is…
In this paper we propose new smoothed sign and Wilcoxon's signed rank tests, which are based on a kernel estimator of the underlying distribution function of data. We discuss approximations of $p$-values and asymptotic properties of these…
We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, $r$-convexity, among others, in a nonparametric framework using…
This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…
We propose a class of flexible non-parametric tests for the presence of dependence between components of a random vector based on weighted Cram\'{e}r-von Mises functionals of the empirical copula process. The weights act as a tuning…
A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We…
The Friedman test has been extensively applied as a nonparametric alternative to the conventional F procedure for comparing treatment effects in randomized complete block designs. A chi-square distribution provides a convenient…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
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…
This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our…
This paper provides parametric and rank-based optimal tests for eigenvectors and eigenvalues of covariance or scatter matrices in elliptical families. The parametric tests extend the Gaussian likelihood ratio tests of Anderson (1963) and…
We consider the problem of detecting an elevated mean on an interval with unknown location and length in the univariate Gaussian sequence model. Recent results have shown that using scale-dependent critical values for the scan statistic…
Detection limits are common in biomedical and environmental studies, where key covariates or outcomes are censored below an assay-specific threshold. Standard approaches such as complete-case analysis, single-value substitution, and…
The PC algorithm uses conditional independence tests for model selection in graphical modeling with acyclic directed graphs. In Gaussian models, tests of conditional independence are typically based on Pearson correlations, and…
When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However ,…
We consider a nonparametric autoregression model under conditional heteroscedasticity with the aim to test whether the innovation distribution changes in time. To this end we develop an asymptotic expansion for the sequential empirical…
Detecting the presence of anomalies in regression models is a crucial task in machine learning, as anomalies can significantly impact the accuracy and reliability of predictions. Random Sample Consensus (RANSAC) is one of the most popular…