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This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes…

Statistics Theory · Mathematics 2024-09-11 Tianxing Mei , Chen Wang , Jianfeng Yao

Clustering methods are a valuable tool for the identification of patterns in high dimensional data with applications in many scientific problems. However, quantifying uncertainty in clustering is a challenging problem, particularly when…

Methodology · Statistics 2018-06-01 Marcio Valk , Gabriela Bettella Cybis

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

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

This study develops a framework for testing hypotheses on structural parameters in incomplete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however,…

Econometrics · Economics 2019-12-03 Hiroaki Kaido , Yi Zhang

The method of surrogate data provides a framework for testing observed data against a hierarchy of alternative hypotheses. The aim of applying this method is to exclude the possibility that the data are consistent with simple linear…

Chaotic Dynamics · Physics 2007-05-23 Xiaodong Luo , Jie Zhang , Junfeng Sun , Michael Small , Irene Moroz

Assuming string theorists will not soon provide a compelling case for the primary theory underlying particle physics, the field will proceed as it has historically: with data stimulating and testing ideas. Ideally the soft supersymmetry…

High Energy Physics - Phenomenology · Physics 2009-11-10 Pierre Binetruy , G. L. Kane , Brent D. Nelson , Lian-Tao Wang , Ting T. Wang , ;

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

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

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…

Statistics Theory · Mathematics 2024-03-26 Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

The paper discusses a statistical problem related to testing for differences between two sparse networks with community structures. The community-wise edge probability matrices have entries of order $O(n^{-1}/\log n)$, where $n$ represents…

Applications · Statistics 2023-04-04 Qianyong Wu , Jiang Hu

This paper is devoted to the study of the general linear hypothesis testing (GLHT) problem of multi-sample high-dimensional mean vectors. For the GLHT problem, we introduce a test statistic based on $L^2$-norm and random integration method,…

Statistics Theory · Mathematics 2024-10-22 Mingxiang Cao , Yelong Qiu , Junyong Park

Consider $M$-estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As a general purpose approach to statistical inferences, the bootstrap has found…

Statistics Theory · Mathematics 2011-02-04 Guang Cheng , Jianhua Z. Huang

This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…

Methodology · Statistics 2014-11-20 Shanshan Wang , Hengjian Cui

In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Jian Kang

This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…

Statistics Theory · Mathematics 2012-07-25 Philip Preuß , Thimo Hildebrandt

Determining whether an unknown distribution matches a known reference is a cornerstone problem in distributional analysis. While classical results establish a rigorous framework in the case of distributions over finite domains, real-world…

Formal Languages and Automata Theory · Computer Science 2025-08-07 Smayan Agarwal , Shobhit Singh , Aalok Thakkar

The statistical analysis of discrete data has been the subject of extensive statistical research dating back to the work of Pearson. In this survey we review some recently developed methods for testing hypotheses about high-dimensional…

Machine Learning · Statistics 2017-12-19 Sivaraman Balakrishnan , Larry Wasserman

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

In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…

Methodology · Statistics 2022-04-06 Sara Algeri , David A. van Dyk
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