English
Related papers

Related papers: On the Existence of Unbiased Hypothesis Tests: An …

200 papers

This paper explores conditions of existence of different types of consistent tests. New links of these types of consistency are also established. The existence of discernible (strong consistent) tests follows from the existence of pointwise…

Statistics Theory · Mathematics 2015-04-22 Mikhail Ermakov

Debiased estimation has long been an area of research in the group testing literature. This has led to the development of several estimators with the goal of bias minimization and, recently, an unbiased estimator based on sequential…

Methodology · Statistics 2018-06-08 Gregory Haber , Yaakov Malinovsky

Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…

Statistics Theory · Mathematics 2024-03-07 Mikhail Ermakov

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then…

Statistics Theory · Mathematics 2016-09-26 Anelia Somekh-Baruch , Amir Leshem , Venkatesh Saligrama

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…

Statistics Theory · Mathematics 2013-10-24 Mikhail Ermakov

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

Information Theory · Computer Science 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan

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

Hypothesis testing in singular statistical models is often regarded as inherently problematic due to non-identifiability and degeneracy of the Fisher information. We show that the fundamental obstruction to testing in such models is not…

Statistics Theory · Mathematics 2026-03-02 Sean Plummer

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

We study the binary hypothesis testing problem where an adversary may potentially corrupt a fraction of the samples. The detector is, however, permitted to abstain from making a decision if (and only if) the adversary is present. We…

Information Theory · Computer Science 2025-01-24 Malhar A. Managoli , K. R. Sahasranand , Vinod M. Prabhakaran

A measurement strategy is developed for a new kind of hypothesis testing. It assigns, with minimum probability of error, the state of a quantum system to one or the other of two complementary subsets of a set of N given non-orthogonal…

Quantum Physics · Physics 2009-11-07 Ulrike Herzog , Janos A. Bergou

The classical concept of bounded completeness and its relation to sufficiency and ancillarity play a fundamental role in unbiased estimation, unbiased testing, and the validity of inference in the presence of nuisance parameters. In this…

Statistics Theory · Mathematics 2023-08-03 Marc Hallin , Bas Werker , Bo Zhou

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

Outlier hypothesis testing is studied in a universal setting. Multiple sequences of observations are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are distributed…

Information Theory · Computer Science 2014-04-02 Yun Li , Sirin Nitinawarat , Venugopal V. Veeravalli

We develop a new kind of nonnegativity certificate for univariate polynomials on an interval. In many applications, nonnegative Bernstein coefficients are often used as a simple way of certifying polynomial nonnegativity. Our proposed…

Optimization and Control · Mathematics 2023-09-20 Mitchell Tong Harris , Pablo A. Parrilo

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…

Statistics Theory · Mathematics 2022-08-22 Jelena Bradic , Jianqing Fan , Yinchu Zhu
‹ Prev 1 2 3 10 Next ›