Related papers: Testing axial symmetry around an unspecified direc…
Symmetry is an important composition feature by investigating similar sides inside an image plane. It has a crucial effect to recognize man-made or nature objects within the universe. Recent symmetry detection approaches used a smoothing…
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
We consider inference on the first principal direction of a $p$-variate elliptical distribution. We do so in challenging double asymptotic scenarios for which this direction eventually fails to be identifiable. In order to achieve…
Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…
One of the most fundamental problems in distribution testing is the identity testing problem: given samples $x_1,\ldots,x_s$, the goal is to determine whether the samples are drawn from a target distribution $\mathcal{D}$. When…
Spectral analysis plays a crucial role in high-dimensional statistics, where determining the asymptotic distribution of various spectral statistics remains a challenging task. Due to the difficulties of deriving the analytic form, recent…
A multivariate one-sample location test based on the center-outward ranks and signs is considered, and two different testing procedures are proposed for centrally symmetric distributions. The first test is based on a random division of the…
We show that the empirical spectral distribution (ESD) of the sample autocovariance matrix (ACVM) converges as the dimension increases, when the time series is a linear process with reasonable restriction on the coefficients. The limit does…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…
Motivated by the latest effort to employ banded matrices to estimate a high-dimensional covariance $\Sigma$, we propose a test for $\Sigma$ being banded with possible diverging bandwidth. The test is adaptive to the "large $p$, small $n$"…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
Slutsky symmetry and negative semidefiniteness are necessary and sufficient conditions for the rationality of demand functions. While the empirical implications of Slutsky negative semidefiniteness in repeated cross-sectional demand data…
We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…
In this paper we consider some hypothesis tests within a family of Wishart distributions, where both the sample space and the parameter space are symmetric cones. For such testing problems, we first derive the joint density of the ordered…
This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…
We investigate the asymptotic behavior of several variants of the scan statistic applied to empirical distributions, which can be applied to detect the presence of an anomalous interval with any length. Of particular interest is Studentized…
We consider testing the equality of two high-dimensional covariance matrices by carrying out a multi-level thresholding procedure, which is designed to detect sparse and faint differences between the covariances. A novel U-statistic…