Related papers: A novel finite-sample testing procedure for compos…
We consider the change point testing problem for high-dimensional time series. Unlike conventional approaches, where one tests whether the difference $\delta$ of the mean vectors before and after the change point is equal to zero, we argue…
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…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…
In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…
Hypothesis tests under order restrictions arise in a wide range of scientific applications. By exploiting inequality constraints, such tests can achieve substantial gains in power and interpretability. However, these gains come at a cost:…
In this paper we develop methodology for testing relevant hypotheses about functional time series in a tuning-free way. Instead of testing for exact equality, for example for the equality of two mean functions from two independent time…
In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific…
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…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…
This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" R\'enyi divergence, we derive novel non-asymptotic bounds…
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…
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interval; (ii) the means of the random variables belonging to an…
To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…
We study the composite sequential quantum hypothesis testing (SQHT) problem, where the objective is to distinguish a null quantum state from a set of alternative quantum states. We propose a mixture-sequential quantum probability ratio test…
In this paper, we propose considering an exact likelihood score (ELS) test for non-inferiority comparison and we derive its test-based confidence interval for the difference between two independent binomial proportions. The p-value for this…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely…
In this paper, we build a new test of rational expectations based on the marginal distributions of realizations and subjective beliefs. This test is widely applicable, including in the common situation where realizations and beliefs are…