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The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…

Statistics Theory · Mathematics 2007-06-13 Larry Wasserman , Kathryn Roeder

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

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

Statistics Theory · Mathematics 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

The problem of making practical, useful goodness of fit tests in the Bayesian paradigm is largely open. We introduce a class of special cases (testing for uniformity: have the cards been shuffled enough; does my random generator work) and a…

Methodology · Statistics 2018-04-11 Persi Diaconis , Guanyang Wang

Categorical variables are of uttermost importance in biomedical research. When two of them are considered, it is often the case that one wants to test whether or not they are statistically dependent. We show weaknesses of classical methods…

A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…

Computation · Statistics 2012-06-28 William Perkins , Gary Simon , Mark Tygert

Projection-based testing for mean trajectory differences in two groups of irregularly and sparsely observed functional data has garnered significant attention in the literature because it accommodates a wide spectrum of group differences…

Methodology · Statistics 2023-10-11 Salil Koner , Sheng Luo

The statistical analysis of discrete data has been the subject of extensive statistical research dating back to the work of Pearson. In this survey we review some recently developed methods for testing hypotheses about high-dimensional…

Machine Learning · Statistics 2017-12-19 Sivaraman Balakrishnan , Larry Wasserman

We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propose a consistent statistical model for binary trees, from…

\textbf{Purpose:} Amplitude analysis is a pivotal tool in hadron spectroscopy, fundamentally involving a series of likelihood fits to multi-dimensional experimental distributions. While robust goodness-of-fit tests exist for low-dimensional…

Data Analysis, Statistics and Probability · Physics 2025-12-02 Huoyi Hou , Beijiang Liu

Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…

Statistics Theory · Mathematics 2023-03-15 Albert Vexler , Alan D. Hutson

Comparing two population means of network data is of paramount importance in a wide range of scientific applications. Many existing network inference solutions focus on global testing of entire networks, without comparing individual network…

Methodology · Statistics 2019-10-10 Yin Xia , Lexin Li

In the context of functional data analysis, we propose new two sample tests for homogeneity. Based on some well-known depth measures, we construct four different statistics in order to measure distance between the two samples. A simulation…

Methodology · Statistics 2015-07-08 Ramón Flores , Rosa Lillo , Juan Romo

We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by the known trend coefficient. We propose several tests of…

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

Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that the conditional intensity of the point process belongs to a…

Statistics Theory · Mathematics 2026-05-18 Sami Umut Can , Estate V. Khmaladze , Roger J. A. Laeven

Consider a set of multivariate distributions, $F_1,\dots,F_M$, aiming to explain the same phenomenon. For instance, each $F_m$ may correspond to a different candidate background model for calibration data, or to one of many possible signal…

Methodology · Statistics 2022-04-06 Sara Algeri

A common disadvantage in existing distribution-free two-sample testing approaches is that the computational complexity could be high. Specifically, if the sample size is $N$, the computational complexity of those two-sample tests is at…

Methodology · Statistics 2017-07-18 Cheng Huang , Xiaoming Huo

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

Power-enhanced tests with high-dimensional data have received growing attention in theoretical and applied statistics in recent years. Existing tests possess their respective high-power regions, and we may lack prior knowledge about the…

Methodology · Statistics 2021-10-01 Xiufan Yu , Danning Li , Lingzhou Xue , Runze Li

The field of causal discovery develops model selection methods to infer cause-effect relations among a set of random variables. For this purpose, different modelling assumptions have been proposed to render cause-effect relations…

Methodology · Statistics 2023-11-09 Daniela Schkoda , Mathias Drton