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We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

Methodology · Statistics 2025-10-29 Jian Yan , Zhuoxi Li , Yang Ning , Yong Chen

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao

Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…

Data Structures and Algorithms · Computer Science 2024-03-08 Diptarka Chakraborty , Sourav Chakraborty , Gunjan Kumar , Kuldeep S. Meel

We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…

Machine Learning · Statistics 2026-05-05 Gyumin Lee , Shubhanshu Shekhar , Ilmun Kim

There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated parameters in the case of composite null hypotheses. In this…

Methodology · Statistics 2024-12-10 Florian Brück , Jean-David Fermanian , Aleksey Min

The optimization of measurement for n samples of pure sates are studied. The error of the optimal measurement for n samples is asymptotically compared with the one of the maximum likelihood estimators from n data given by the optimal…

Quantum Physics · Physics 2008-11-26 Masahito Hayashi

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

Determining whether an algorithmic decision-making system discriminates against a specific demographic typically involves comparing a single point estimate of a fairness metric against a predefined threshold. This practice is statistically…

Machine Learning · Computer Science 2026-03-20 Antonio Ferrara , Francesco Cozzi , Alan Perotti , André Panisson , Francesco Bonchi

We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…

Statistics Theory · Mathematics 2008-11-24 Michel Broniatowski , Amor Keziou

The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…

Statistics Theory · Mathematics 2014-08-19 Narayanaswamy Balakrishnan , Nirian Martín , Leandro Pardo

A Boolean function is symmetric if it is invariant under all permutations of its arguments; it is quasi-symmetric if it is symmetric with respect to the arguments on which it actually depends. We present a test that accepts every…

Computational Complexity · Computer Science 2007-08-17 Krzysztof Majewski , Nicholas Pippenger

We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance…

Statistics Theory · Mathematics 2012-06-06 Jun Li , Song Xi Chen

The main purpose of this paper is to provide an asymptotically optimal test. The proposed statistic is of Neyman-Pearson-type when the parameters are estimated with a particular kind of estimators. It is shown that the proposed estimators…

Applications · Statistics 2011-10-04 Tewfik Lounis

Two-sample hypothesis testing for large graphs is popular in cognitive science, probabilistic machine learning and artificial intelligence. While numerous methods have been proposed in the literature to address this problem, less attention…

Methodology · Statistics 2024-02-20 Xin Jin , Kit Chan , Ian Barnett , Riddhi Pratim Ghosh

The study of networks leads to a wide range of high dimensional inference problems. In many practical applications, one needs to draw inference from one or few large sparse networks. The present paper studies hypothesis testing of graphs in…

This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…

Statistics Theory · Mathematics 2020-06-09 Nick Koning , Paul Bekker

This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…

Statistics Theory · Mathematics 2022-04-12 Jonathan B. Hill

In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…

Methodology · Statistics 2018-05-31 Junyong Park , Iris Ivy Gauran