相关论文: One optional observation inflates $\alpha$ by $100…
In the asymptotic theory of quantum hypothesis testing, the minimal error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the relative entropy of the two states…
We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…
We analyze theoretical properties of the hybrid test for superior predictability. We demonstrate with a simple example that the test may not be pointwise asymptotically of level $\alpha$ at commonly used significance levels and may lead to…
Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
Given $n$ independent and identically distributed observations and measuring the value of obtaining an additional observation in terms of Le Cam's notion of deficiency between experiments, we show for certain types of non-parametric…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…
We study the asymptotic behavior of the difference $\Delta \rho ^{X, Y}_\alpha := \rho _\alpha (X + Y) - \rho _\alpha (X)$ as $\alpha \rightarrow 1$, where $\rho_\alpha $ is a risk measure equipped with a confidence level parameter $0 <…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
We carry out the asymptotic analysis as $n \to \infty$ of a class of orthogonal polynomials $p_{n}(z)$ of degree $n$, defined with respect to the planar measure \begin{equation*} d\mu(z) = (1-|z|^{2})^{\alpha-1}|z-x|^{\gamma}\mathbf{1}_{|z|…
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…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…
Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…
Let $K$ be a number field, $k\geq 2$ an integer, $(K^*)^k$ the $k$-fold direct product of $K^*$ with coordinatewise multiplication, and $\Gamma$ a finitely generated subgroup of rank $r$ of $(K^*)^k$. Further, let $H(\alpha )$ denote the…
We consider integer sequences that satisfy a recursion of the form $x_{n+1} = P(x_n)$ for some polynomial $P$ of degree $d > 1$. If such a sequence tends to infinity, then it satisfies an asymptotic formula of the form $x_n \sim A…
This paper provides tests for detecting sample selection in nonparametric conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. As with any omnibus test, in the case…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…