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Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

We study the problem of testing for the presence of random effects in mixed models with high-dimensional fixed effects. To this end, we propose a rank-based graph-theoretic approach to test whether a collection of random effects is zero.…

Methodology · Statistics 2025-06-10 Lynna Chu , Yichuan Bai

Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

Statistics Theory · Mathematics 2020-09-09 Joseph P. Romano , Marius A. Tirlea

We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Yury Kutoyants , Lin Yang

We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…

Statistics Theory · Mathematics 2026-02-10 Jiming Jiang , Matt P. Wand , Swarnadip Ghosh

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value. Motivated by a real data example where the signal is weak, we consider this…

Statistics Theory · Mathematics 2016-03-24 Davy Paindaveine , Thomas Verdebout

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

Methodology · Statistics 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

We consider the problem of independence testing for two univariate random variables in a sequential setting. By leveraging recent developments on safe, anytime-valid inference, we propose a test with time-uniform type I error control and…

Methodology · Statistics 2024-01-29 Alexander Henzi , Michael Law

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

Methodology · Statistics 2015-09-11 Joseph B. Lang

We consider the problem of designing optimal level-$\alpha$ power-one tests for composite nulls. Given a parameter $\alpha \in (0,1)$ and a stream of $\mathcal{X}$-valued observations $\{X_n: n \geq 1\} \overset{i.i.d.}{\sim} P$, the goal…

Statistics Theory · Mathematics 2025-12-24 Shubhanshu Shekhar

We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…

Statistics Theory · Mathematics 2020-10-23 F. Richard Guo , Thomas S. Richardson

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

A fundamental task in the analysis of datasets with many variables is screening for associations. This can be cast as a multiple testing task, where the objective is achieving high detection power while controlling type I error. We consider…

Methodology · Statistics 2021-09-01 Nikolaos Ignatiadis , Wolfgang Huber

The theory of testing statistical functionals is developed for non-parametric two-sample problems. For differentiable real-valued statistical functionals, some tests for the one-sided and two-sided cases are proposed and studied. The…

Statistics Theory · Mathematics 2025-07-14 Vladimir Ostrovski

In Natural Language Processing (NLP), binary classification algorithms are often evaluated using the F1 score. Because the sample F1 score is an estimate of the population F1 score, it is not sufficient to report the sample F1 score without…

Methodology · Statistics 2024-06-11 Kevin Fu Yuan Lam , Vikneswaran Gopal , Jiang Qian

We consider the problem of robust inference under the generalized linear model (GLM) with stochastic covariates. We derive the properties of the minimum density power divergence estimator of the parameters in GLM with random design and use…

Methodology · Statistics 2020-04-06 Ayanendranath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

Researchers have long observed that the ``small-world" property, which combines the concepts of high transitivity or clustering with a low average path length, is ubiquitous for networks obtained from a variety of disciplines, including…

Methodology · Statistics 2024-10-10 Kartik Lovekar , Srijan Sengupta , Subhadeep Paul

In this paper we propose a computationally efficient multiple hypothesis testing procedure for persistent homology. The computational efficiency of our procedure is based on the observation that one can empirically simulate a null…

Computational Geometry · Computer Science 2022-08-29 Mikael Vejdemo-Johansson , Sayan Mukherjee

We consider the problem of constructing multiple independent conditional randomization tests using a single dataset. Because the tests are independent, the randomization p-values can be interpreted individually and combined using standard…

Statistics Theory · Mathematics 2024-10-14 Yao Zhang , Qingyuan Zhao
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