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Existing sequential generalized estimating equation methodology for longitudinal and group-correlated data focuses on narrow hypotheses concerning treatment efficacy and often makes modeling assumptions that impede the desirable robustness…

Methodology · Statistics 2026-03-16 Nathan T. Provost , Abdus S. Wahed

This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence in large panel data models. We propose a unified test procedure and its power enhancement version, which show robustness for a…

Econometrics · Economics 2023-03-01 Zhenhong Huang , Zhaoyuan Li , Jianfeng Yao

In this paper, we consider sequential testing over a single-sensor, a single-decision center setup. At each time instant $t$, the sensor gets $k$ samples $(k>0)$ and describes the observed sequence until time $t$ to the decision center over…

Information Theory · Computer Science 2021-09-20 Sadaf Salehkalaibar , Vincent Y. F. Tan

The indirect effect of an exposure on an outcome through an intermediate variable can be identified by a product of two regression coefficients under certain causal and regression modeling assumptions. In this context, the null hypothesis…

Statistics Theory · Mathematics 2025-07-23 Caleb H. Miles , Antoine Chambaz

Given $p$-dimensional Gaussian vectors $X_i \stackrel{iid}{\sim} N(0, \Sigma)$, $1 \leq i \leq n$, where $p \geq n$, we are interested in testing a null hypothesis where $\Sigma = I_p$ against an alternative hypothesis where all eigenvalues…

Statistics Theory · Mathematics 2018-09-07 Zheng Tracy Ke

We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent…

Methodology · Statistics 2021-10-11 Andrey Novikov , Xóchitl Itxel Popoca-Jiménez

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…

Machine Learning · Statistics 2016-03-03 Akshay Balsubramani , Aaditya Ramdas

The purpose of this paper is to prove a weak convergence result for empirical processes indexed in general classes of functions and with an underlying $\alpha$-mixing sequence of random variables. In particular the uniformly boundedness…

Probability · Mathematics 2019-04-09 Maria Mohr

We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

Methodology · Statistics 2014-12-09 Ruth Heller , Yair Heller , Shachar Kaufman , Malka Gorfine

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

Necessary and sufficient oscillation conditions are given for a weakly convergent sequence (resp. relatively weakly compact set) in the Bochner-Lebesgue space $\l1$ to be norm convergent (resp. relatively norm compact), thus extending the…

Functional Analysis · Mathematics 2016-09-06 Erik J. Balder , Maria Girardi , Vincent Jalby

Combined electric power system and High-Altitude Electromagnetic Pulse (HEMP) models are being developed to determine the effect of a HEMP on the US power grid. The work relies primarily on deterministic methods; however, it is…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Niladri Das , Ross Guttromson , Tommie A. Catanach

Two infinite 0-1 sequences are called compatible when it is possible to cast out 0's from both in such a way that they become complementary to each other. Answering a question of Peter Winkler, we show that if the two 0-1-sequences are…

Probability · Mathematics 2009-09-25 Peter Gacs

We propose a novel nonparametric sequential test for composite hypotheses for means of multiple data streams. Our proposed method, \emph{peeking with expectation-based averaged capital} (PEAK), builds upon the testing-by-betting framework…

Methodology · Statistics 2024-06-04 Brian Cho , Kyra Gan , Nathan Kallus

While many statistical procedures rely on a fixed sample size, sequential methods allow a decision-maker to adapt the sample size to achieve a given precision. In this way, sequential tests reduce the average number of observations required…

Statistics Theory · Mathematics 2026-03-03 Henri Doerks , Erik Ekström , Yuqiong Wang

Sequential methods for quantum hypothesis testing offer significant advantages over fixed-length approaches, which rely on a predefined number of state copies. Despite their potential, these methods remain underexplored for unambiguous…

Quantum Physics · Physics 2025-11-26 Jordi Pérez-Guijarro , Alba Pagès-Zamora , Javier R. Fonollosa

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

By a classical result of Kadec and Pe\l czynski (1962), every normalized weakly null sequence in $L^p$, $p>2$ contains a subsequence equivalent to the unit vector basis of $\ell^2$ or to the unit vector basis of $\ell^p$. In this paper we…

Functional Analysis · Mathematics 2015-06-25 Istvan Berkes , Robert Tichy

This paper studies the problem of high-dimensional multiple testing and sparse recovery from the perspective of sequential analysis. In this setting, the probability of error is a function of the dimension of the problem. A simple…

Statistics Theory · Mathematics 2011-06-06 Matthew Malloy , Robert Nowak

A well known result of Lozanovsky states that a Banach lattice is weakly sequentially complete if and only if it does not contain a copy of $c_{0}$. In the current paper we extend this result to the class of Banach $C(K)$ modules of finite…

Functional Analysis · Mathematics 2015-03-31 Arkady Kitover , Mehmet Orhon