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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

In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…

Methodology · Statistics 2024-10-08 Bilol Banerjee

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

Statistics Theory · Mathematics 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure,…

Machine Learning · Statistics 2010-10-26 Takafumi Kanamori , Taiji Suzuki , Masashi Sugiyama

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

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Methodology · Statistics 2011-11-01 Mohamed Boutahar , Denys Pommeret

Consider a population consisting of clusters of sampling units, evolving temporally, spatially, or according to other dynamics. We wish to monitor the evolution of its means, medians, or other parameters. For administrative convenience and…

Methodology · Statistics 2020-04-30 Jiahua Chen , Yukun Liu , James Zidek

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…

Methodology · Statistics 2017-12-14 Daniell Toth

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

Statistics Theory · Mathematics 2008-07-17 Konstantinos Fokianos

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

Methodology · Statistics 2022-10-12 Jiří Dvořák , Tomáš Mrkvička

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…

Applications · Statistics 2016-11-22 Johann Gagnon-Bartsch , Yotam Shem-Tov

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

Methodology · Statistics 2014-05-13 Yi-Hui Zhou , Fred Wright

Generalizations to the permutation test are introduced to allow for situations in which the null model is not exchangeable. It is shown that the generalized permutation tests are exact, and a partial converse: that any test function that is…

Methodology · Statistics 2018-09-03 Jeffrey Roach , William Valdar

We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…

Machine Learning · Statistics 2025-09-16 Leonardo V. Santoro , Victor M. Panaretos
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