Related papers: First versus full or first versus last: U-statisti…
This paper considers the change point detection problem under dependent samples. In particular, we provide performance guarantees for the MMD-CUSUM test under exponentially $\alpha$, $\beta$, and fast $\phi$-mixing processes, which…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…
When observations are independent, formulae and software are readily available to plan and design studies of appropriate size and power to detect important associations. When observations are correlated or clustered, results obtained from…
We consider the problem of detecting distributional changes in a sequence of high dimensional data. Our approach combines two separate statistics stemming from $L_p$ norms whose behavior is similar under $H_0$ but potentially different…
We discuss the role that the null hypothesis should play in the construction of a test statistic used to make a decision about that hypothesis. To construct the test statistic for a point null hypothesis about a binomial proportion, a…
Classical asymptotic theory for statistical inference usually involves calibrating a statistic by fixing the dimension $d$ while letting the sample size $n$ increase to infinity. Recently, much effort has been dedicated towards…
This paper studies alpha testing in a high-dimensional conditional time-varying factor model with temporally dependent observations. Both factor loadings and alpha processes are allowed to vary smoothly over time, and the cross-sectional…
We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…
The research described herewith investigates detecting change points of means and of variances in a sequence of observations. The number of change points can be divergent at certain rate as the sample size goes to infinity. We define a…
We introduce a new test for conditional independence which is based on what we call the weighted generalised covariance measure (WGCM). It is an extension of the recently introduced generalised covariance measure (GCM). To test the null…
A class of nonparametric two-sample tests has been proposed in this article. As a generalization of the original \v{S}id\'aks' test, the proposed test statistic is developed as the sum of the maximal precedence and maximal exceedance…
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on general divergence measures for testing the…
Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…
We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for stationarity versus trends and unit roots…
The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…
In this paper, four new Chi-Square type statistics are presented for testing the hypothesis of a uniform null versus specified trend alternatives. The powers of these test statistics are compared with the powers of the statistics considered…
We consider the sequential change-point detection problem of detecting changes that are characterized by a subspace structure. Such changes are frequent in high-dimensional streaming data altering the form of the corresponding covariance…
This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…