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In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large…

Statistics Theory · Mathematics 2007-06-13 Winfried Stute , Li-Xing Zhu

We address the problem of testing conditional mean and conditional variance for non-stationary data. We build e-values and p-values for four types of non-parametric composite hypotheses with specified mean and variance as well as other…

Statistics Theory · Mathematics 2024-09-25 Yixuan Fan , Zhanyi Jiao , Ruodu Wang

In this paper, we consider procedures for testing hypotheses on the dimension of the linear span generated by a growing number of $p\times p$ covariance matrices from independent $q$ populations. Under a proper limiting scheme where all the…

Statistics Theory · Mathematics 2026-02-16 Tianxing Mei , Chen Wang , Jianfeng Yao

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…

Methodology · Statistics 2015-06-19 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…

Methodology · Statistics 2016-03-11 Ruth Heller , Yair Heller

This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes…

Statistics Theory · Mathematics 2024-09-11 Tianxing Mei , Chen Wang , Jianfeng Yao

We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…

Methodology · Statistics 2025-07-15 Vladimir Ostrovski

This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on general divergence measures for testing the…

Statistics Theory · Mathematics 2014-03-26 Apostolos Batsidis , Nirian Martín , Leandro Pardo , Konstantinos Zografos

In order to determine whether or not an effect is absent based on a statistical test, the recommended frequentist tool is the equivalence test. Typically, it is expected that an appropriate equivalence margin has been specified before any…

Methodology · Statistics 2021-02-24 Harlan Campbell , Paul Gustafson

Rational respondents to economic surveys may report as a point forecast any measure of the central tendency of their (possibly latent) predictive distribution, for example the mean, median, mode, or any convex combination thereof. We…

Econometrics · Economics 2024-07-24 Timo Dimitriadis , Andrew J. Patton , Patrick W. Schmidt

In order to estimate the population mean in the presence of both non-response and measurement errors that are uncorrelated, the paper presents some novel estimators employing ranked set sampling by utilizing auxiliary information.Up to the…

Methodology · Statistics 2023-11-06 Rajesh Singh , Anamika Kumari

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

Statistics Theory · Mathematics 2007-06-13 Hongtu Zhu , Heping Zhang

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

Here we develop a method for performing nonparametric Bayesian inference on quantiles. Relying on geometric measure theory and employing a Hausdorff base measure, we are able to specify meaningful priors for the quantile while treating the…

Methodology · Statistics 2016-05-12 Luke Bornn , Neil Shephard , Reza Solgi

In systematic reviews and meta-analysis, researchers often pool the results of the sample mean and standard deviation from a set of similar clinical trials. A number of the trials, however, reported the study using the median, the minimum…

Methodology · Statistics 2016-10-06 Xiang Wan , Wenqian Wang , Jiming Liu , Tiejun Tong

In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…

Statistics Theory · Mathematics 2025-05-14 Ganesh Vishnu Avhad , Ananya Lahiri , Sudheesh K. Kattumannil

Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…

Statistics Theory · Mathematics 2010-01-14 Efstathios Paparoditis

The choice of sample size in the context of co-primary endpoints for a randomised trial is discussed. Current guidance can leave endpoints with unequal marginal power. A method is provided to achieve equal marginal power by using the…

Methodology · Statistics 2026-02-23 Simon Bond
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