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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

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

We propose a class of rank-based procedures for testing that the shape matrix $\mathbf{V}$ of an elliptical distribution (with unspecified center of symmetry, scale and radial density) has some fixed value ${\mathbf{V}}_0$; this includes,…

Statistics Theory · Mathematics 2009-09-29 Marc Hallin , Davy Paindaveine

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

Methodology · Statistics 2021-06-18 Haozhe Zhang , Yehua Li

Sphericity test plays a key role in many statistical problems. We propose Spearman's rho-type rank test and Kendall's tau-type rank test for sphericity in the high dimensional settings. We show that these two tests are equivalent. Thanks to…

Methodology · Statistics 2015-02-17 Long Feng

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…

Machine Learning · Statistics 2024-11-13 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Prior work applying semiparametric theory to causal inference has primarily focused on deriving estimators that exhibit statistical robustness under a prespecified causal model that permits identification of a desired causal parameter.…

Methodology · Statistics 2024-07-02 Junhui Yang , Rohit Bhattacharya , Youjin Lee , Ted Westling

We introduce Lipschitz-Killing curvature (LKC) regression, a new method to produce $(1-\alpha)$ thresholds for signal detection in random fields that does not require knowledge of the spatial correlation structure. The idea is to fit…

Statistics Theory · Mathematics 2017-04-28 Robert J. Adler , Kevin Bartz , Sam C. Kou , Anthea Monod

We prove a universality theorem for learning with random features. Our result shows that, in terms of training and generalization errors, a random feature model with a nonlinear activation function is asymptotically equivalent to a…

Information Theory · Computer Science 2022-11-01 Hong Hu , Yue M. Lu

Functional data analysis is typically conducted within the $L^2$-Hilbert space framework. There is by now a fully developed statistical toolbox allowing for the principled application of the functional data machinery to real-world problems,…

Statistics Theory · Mathematics 2017-11-27 Holger Dette , Kevin Kokot , Alexander Aue

Non-parametric and distribution-free two-sample tests have been the foundation of many change point detection algorithms. However, randomness in the test statistic as a function of time makes them susceptible to false positives and…

Signal Processing · Electrical Eng. & Systems 2020-10-29 Kevin C. Cheng , Eric L. Miller , Michael C. Hughes , Shuchin Aeron

This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…

Statistics Theory · Mathematics 2007-06-13 Valen E. Johnson

In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…

Methodology · Statistics 2016-09-16 Jia Guo , Bu Zhou , Jin-Ting Zhang

Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…

Statistics Theory · Mathematics 2020-08-12 Annika Krutto , Jüri Lember

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

In this paper, we characterize several classes of continuous radial basis functions that can be employed to determine whether a interaction of a probability is zero or not. These functions encompass standard independence tests but also the…

Classical Analysis and ODEs · Mathematics 2024-07-10 Jean Carlo Guella

The behavior of the power function of autocorrelation tests such as the Durbin-Watson test in time series regressions or the Cliff-Ord test in spatial regression models has been intensively studied in the literature. When the correlation…

Statistics Theory · Mathematics 2020-12-16 David Preinerstorfer , Benedikt M. Pötscher

We introduce a novel class of non-stationary covariance functions for random fields on linear networks that allows both the variance and the correlation range of the random field to vary spatially. The proposed covariance functions are…

Statistics Theory · Mathematics 2026-02-23 Alfredo Alegría

We propose a new class of goodness-of-fit tests for the logistic distribution based on a characterisation related to the density approach in the context of Stein's method. This characterisation based test is a first of its kind for the…

Statistics Theory · Mathematics 2021-08-17 James S. Allison , Bruno Ebner , Marius Smuts

The goal of the present paper is to introduce and study noncommutative Hardy spaces associated with the regular $\Lambda$-polyball, to develop a functional calculus on noncommutative Hardy spaces for the completely non-coisometric (c.n.c.)…

Functional Analysis · Mathematics 2020-01-31 Gelu Popescu