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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…

Statistics Theory · Mathematics 2017-08-21 Luca Weihs , Mathias Drton , Nicolai Meinshausen

Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…

Statistics Theory · Mathematics 2012-03-05 Jana Jurečková , Jan Kalina

We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic…

Machine Learning · Statistics 2025-03-14 Siu Lun Chau , Antonin Schrab , Arthur Gretton , Dino Sejdinovic , Krikamol Muandet

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 proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis

Nonparametric tests for functional data are a challenging class of tests to work with because of the potentially high dimensional nature of the data. One of the main challenges for considering rank-based tests, like the Mann-Whitney or…

Methodology · Statistics 2024-07-12 Mark J. Meyer

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

This article concerns tests for the two-sample location problem when the dimension is larger than the sample size. The traditional multivariate-rank-based procedures cannot be used in high dimensional settings because the sample scatter…

Methodology · Statistics 2015-06-30 Long Feng

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

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

A hypothesis testing algorithm is replicable if, when run on two different samples from the same distribution, it produces the same output with high probability. This notion, defined by by Impagliazzo, Lei, Pitassi, and Sorell [STOC'22],…

Data Structures and Algorithms · Computer Science 2025-09-05 Anders Aamand , Maryam Aliakbarpour , Justin Y. Chen , Shyam Narayanan , Sandeep Silwal

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

Methodology · Statistics 2023-11-09 Feifei Chen , Simos G. Meintanis , Lixing Zhu

Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…

Methodology · Statistics 2018-02-21 Justin Chown , Ursula U. Müller

The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample of stochastic block models. How to detect the difference of…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hang Liu

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Nirian Martin , Ayanendranath Basu , Leandro Pardo

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao