Related papers: Testing for monotone increasing hazard rate

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…

This paper considers the design of a minimax test for two hypotheses where the actual probability densities of the observations are located in neighborhoods obtained by placing a bound on the relative entropy between actual and nominal…

We develop e-values and e-processes testing the null hypothesis that a distribution over nonnegative integers is monotone, and that a distribution over integers is unimodal given a certain mode. Our e-processes lead to tests of power one…

Recent empirical and theoretical analyses of several commonly used prediction procedures reveal a peculiar risk behavior in high dimensions, referred to as double/multiple descent, in which the asymptotic risk is a non-monotonic function of…

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…

Fisherian randomization inference is often dismissed as testing an uninteresting and implausible hypothesis: the sharp null of no effects whatsoever. We show that this view is overly narrow. Many randomization tests are also valid under a…

A framework is developed using techniques from rate distortion theory in statistical testing. The idea is first to do optimal compression according to a certain distortion function and then use information divergence from the compressed…

We develop a new technique for proving distribution testing lower bounds for properties defined by inequalities involving the bin probabilities of the distribution in question. Using this technique we obtain new lower bounds for…

In this paper we propose a new test of heteroscedasticity for parametric regression models and partial linear regression models in high dimensional settings. When the dimension of covariates is large, existing tests of heteroscedasticity…

Randomization tests have gained popularity for causal inference under network interference because they are finite-sample valid with minimal assumptions. However, existing procedures are limited as they primarily focus on the existence of…

Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…

A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…

In reliability and life testing studies, the topic of estimating hazard rate has received great attention in recent years since an estimate of hazard rate is a quite useful tool for making decisions. Some works have included nonparametric…

The minimax robust hypothesis testing problem for the case where the nominal probability distributions are subject to both modeling errors and outliers is studied in twofold. First, a robust hypothesis testing scheme based on a relative…