相关论文: Asymptotic power of sphericity tests for high-dime…

This thesis addresses the interplay between asymptotic hypothesis testing and entropy inequalities in quantum information theory. In the first part of the thesis we focus on hypothesis testing. We consider two main settings; one can either…

In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…

We study the flexibility of the pressure function of a continuous potential (observable) with respect to a parameter regarded as the inverse temperature. The points of non-differentiability of this function are of particular interest in…

We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…

This paper considers unit-root tests in large n and large T heterogeneous panels with cross-sectional dependence generated by unobserved factors. We reconsider the two prevalent approaches in the literature, that of Moon and Perron (2004)…

We study the evolution of the susceptibility in the subcritical random graph $G(n,p)$ as $n$ tends to infinity. We obtain precise asymptotics of its expectation and variance, and show it obeys a law of large numbers. We also prove that the…

We consider the asymmetric simple exclusion process (ASEP) on the positive integers with an open boundary condition. We show that, when starting devoid of particles and for a certain boundary condition, the height function at the origin…

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…

We characterize the maximal attainable power-size gap in overidentified instrumental variables models with heteroskedastic or autocorrelated (HAC) errors. Using total variation distance and Kraft's theorem, we define the decision theoretic…

Correlated observations are ubiquitous phenomena in a plethora of scientific avenues. Tackling this dependence among test statistics has been one of the pertinent problems in simultaneous inference. However, very little literature exists…

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

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 study the asymptotic behavior of the data-driven Sobolev test for testing uniformity on the (hyper)sphere. We show that it can be blind to certain contiguous alternatives and propose a simple modification of the test statistic. This…

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Heavy-tailed combination tests, such as the Cauchy combination test and harmonic mean p-value method, are widely used for testing global null hypotheses by aggregating dependent p-values. However, their theoretical guarantees under general…

We establish the asymptotic distribution of likelihood ratio tests (LRTs) in settings where some of the nuisance parameters are unidentifiable under the null hypothesis, parameters of interest lie on the boundary of the parameter space, and…

Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…

This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the…

We are interested in testing general linear hypotheses in a high-dimensional multivariate linear regression model. The framework includes many well-studied problems such as two-sample tests for equality of population means, MANOVA and…

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…