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The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…

Methodology · Statistics 2018-07-24 Juan Carlos Pardo-Fernandez , M. Dolores Jimenez-Gamero

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…

Statistics Theory · Mathematics 2017-06-15 Alexander R. Luedtke , Marco Carone , Mark J. van der Laan

In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…

Methodology · Statistics 2022-05-19 Yue Hu , Haiqi Li , Falong Tan

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

Methodology · Statistics 2025-09-30 Chuang Xu , Andrew T. A. Wood , Yanrong Yang

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 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

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Statistics Theory · Mathematics 2013-07-12 Piet Groeneboom

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

The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional $L^2$-type test is developed which evaluates, over all frequencies, the Hilbert-Schmidt…

Methodology · Statistics 2020-04-15 Anne Leucht , Efstathios Paparoditis , Theofanis Sapatinas

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra

The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…

Statistics Theory · Mathematics 2021-06-29 Anne Leucht , Efstathios Paparoditis , Daniel Rademacher , Theofanis Sapatinas

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

Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…

Methodology · Statistics 2016-10-12 Holger Drees , Natalie Neumeyer , Leonie Selk

Given an input query, generative models such as large language models produce a random response drawn from a response distribution. Given two input queries, it is natural to ask if their response distributions are the same. While…

Statistics Theory · Mathematics 2025-09-16 Aranyak Acharyya , Carey E. Priebe , Hayden S. Helm

We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…

Methodology · Statistics 2015-10-22 Georg Gutjahr , Björn Bornkamp

In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classification as it determines…

Machine Learning · Statistics 2022-06-22 Ambrus Tamás , Balázs Csanád Csáji

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…

Methodology · Statistics 2025-02-06 Fintan Costello , Paul Watts
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