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A smooth test to simultaneously compare $K$ copulas, where $K \geq 2$ is proposed. The $K$ observed populations can be paired, and the test statistic is constructed based on the differences between moment sequences, called copula…

Statistics Theory · Mathematics 2023-12-07 Yves Ismaël Ngounou Bakam , Denys Pommeret

We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…

Statistics Theory · Mathematics 2020-09-01 Mikhail Ermakov

We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…

Econometrics · Economics 2022-09-23 Marina Khismatullina , Michael Vogt

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

Several hypothesis testing methods have been proposed to validate the assumption of isotropy in spatial point patterns. A majority of these methods are characterised by an unknown distribution of the test statistic under the null hypothesis…

Methodology · Statistics 2025-04-09 Jakub J. Pypkowski , Adam M. Sykulski , James S. Martin

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Statistics Theory · Mathematics 2022-10-18 Zhen Huang , Bodhisattva Sen

This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…

Statistics Theory · Mathematics 2012-07-25 Philip Preuß , Thimo Hildebrandt

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…

Methodology · Statistics 2022-01-21 Jiancheng Jiang , Jiang Xuejun , Wang Haofeng

In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the…

Machine Learning · Statistics 2015-04-22 Stephen Bamattre , Rex Hu , Joseph S. Verducci

Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for…

Methodology · Statistics 2025-07-15 David Van Dijcke

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

This paper concerns a method of testing equality of distribution of random convex compact sets and the way how to use the test to distinguish between two realisations of general random sets. The family of metrics on the space of…

Statistics Theory · Mathematics 2018-01-09 Vesna Gotovac , Kateřina Helisová

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

In this paper we deal with the problem of testing for the quality of $k$ probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then, an estimator of it is…

Statistics Theory · Mathematics 2018-11-26 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…

Methodology · Statistics 2019-03-25 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

We study distributional similarity measures for the purpose of improving probability estimation for unseen cooccurrences. Our contributions are three-fold: an empirical comparison of a broad range of measures; a classification of similarity…

Computation and Language · Computer Science 2007-05-23 Lillian Lee

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…

Methodology · Statistics 2019-02-12 Kathrin Möllenhoff , Frank Bretz , Holger Dette

Model selection in non-linear models often prioritizes performance metrics over statistical tests, limiting the ability to account for sampling variability. We propose the use of a statistical test to assess the equality of variances in…

Machine Learning · Statistics 2025-09-16 Argimiro Arratia , Alejandra Cabaña , Ernesto Mordecki , Gerard Rovira-Parra

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

Methodology · Statistics 2026-01-14 Alberto Bordino , Thomas B. Berrett