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We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…

Statistics Theory · Mathematics 2021-07-05 Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

We study the likelihood ratio test in general mixture models where the base density is parametric, the null is a known fixed mixing distribution, and the alternative is a general mixing distribution supported on a bounded parameter space.…

Statistics Theory · Mathematics 2025-09-09 Yan Zhang , Stanislav Volgushev

Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…

Methodology · Statistics 2025-12-03 Fan Zhang , Zhiming Li

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

Null Hypothesis Significance Testing (NHST) has long been central to the scientific project, guiding theory development and supporting evidence-based intervention and decision-making. Recent years, however, have seen growing awareness of…

Methodology · Statistics 2020-10-16 Fintan Costello , Paul Watts

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

Null Hypothesis Significance Testing (NHST) has long been of central importance to psychology as a science, guiding theory development and underlying the application of evidence-based intervention and decision-making. Recent years, however,…

Methodology · Statistics 2020-10-20 Fintan Costello , Paul Watts

This paper contains two finite-sample results concerning the sign test. First, we show that the sign-test is unbiased with independent, non-identically distributed data for both one-sided and two-sided hypotheses. The proof for the…

Econometrics · Economics 2024-02-13 Yong Cai

Modern statistical analysis often encounters high dimensional models but with limited sample sizes. This makes the target data based statistical estimation very difficult. Then how to borrow information from another large sized source data…

Methodology · Statistics 2023-04-13 Ziqian Lin , Yuan Gao , Feifei Wang , Hansheng Wang

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…

Data Structures and Algorithms · Computer Science 2019-11-19 Maryam Aliakbarpour , Sandeep Silwal

When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…

Statistics Theory · Mathematics 2019-12-24 Natsuki Kariya , Sumio Watanabe

High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…

Methodology · Statistics 2012-02-10 Juergen Laeuter , Maciej Rosolowski , Ekkehard Glimm

We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…

Methodology · Statistics 2026-02-10 Juan Carlos Escanciano , Jacobo de Uña-Álvarez

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

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

Randomization tests have gained popularity for causal inference under network interference because they are finite-sample valid with minimal assumptions. However, existing procedures are limited as they primarily focus on the existence of…

Methodology · Statistics 2025-02-28 Shunzhuang Huang , Xinran Li , Panos Toulis

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

Statistics Theory · Mathematics 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano , Juliet Popper Shaffer

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom
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