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Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…

统计方法学 · 统计学 2020-10-09 Jesse Hemerik , Magne Thoresen , Livio Finos

New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…

统计方法学 · 统计学 2020-03-31 Marc Ditzhaus , Łukas Smaga

Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…

统计方法学 · 统计学 2017-12-14 Daniell Toth

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

统计方法学 · 统计学 2011-11-01 Mohamed Boutahar , Denys Pommeret

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

计量经济学 · 经济学 2022-04-22 Marinho Bertanha , EunYi Chung

There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…

统计理论 · 数学 2020-01-01 Marie Hušková , Simos G. Meintanis , Charl Pretorius

Machine learning models are central to people's lives and impact society in ways as fundamental as determining how people access information. The gravity of these models imparts a responsibility to model developers to ensure that they are…

应用统计 · 统计学 2020-07-13 Cyrus DiCiccio , Sriram Vasudevan , Kinjal Basu , Krishnaram Kenthapadi , Deepak Agarwal

Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…

应用统计 · 统计学 2018-09-13 Kellie Ottoboni , Fraser Lewis , Luigi Salmaso

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

统计理论 · 数学 2016-03-02 Lubna Amro , Markus Pauly

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

统计方法学 · 统计学 2026-01-14 Alberto Bordino , Thomas B. Berrett

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

统计理论 · 数学 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

In this paper we consider a heteroscedastic transformation model, where the transformation belongs to a parametric family of monotone transformations, the regression and variance function are modelled nonparametrically and the error is…

统计方法学 · 统计学 2014-12-01 Natalie Neumeyer , Hohsuk Noh , Ingrid Van Keilegom

The scope of this paper is the presentation of a test that enables to detect heteroscedasticity in univariate regression model. The test is simple to compute and very general since no hypothesis is made on the regularity of the response…

统计方法学 · 统计学 2010-03-23 Jean-Baptiste Aubin , Samuela Leoni-Aubin

In this article, we propose a one-sample test to check whether the support of the unknown distribution generating the data is homologically equivalent to the support of some specified distribution or not OR using the corresponding…

统计方法学 · 统计学 2023-12-01 Satish Kumar , Subhra Sankar Dhar

I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…

计量经济学 · 经济学 2023-02-08 Andreas Hagemann

To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…

机器学习 · 统计学 2012-06-29 Noah Simon , Robert Tibshirani

Most linear experimental design problems assume homogeneous variance although heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set of measurement vectors $\mathcal{X}\subset \mathbb{R}^d$…

We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…

统计理论 · 数学 2007-06-13 Larry Goldstein , Yosef Rinott

Model-based mutation testing uses altered test models to derive test cases that are able to reveal whether a modelled fault has been implemented. This requires conformance checking between the original and the mutated model. This paper…

软件工程 · 计算机科学 2012-02-29 Bernhard K. Aichernig , Elisabeth Jöbstl

The constant development of new data analysis methods in many fields of research is accompanied by an increasing awareness that these new methods often perform better in their introductory paper than in subsequent comparison studies…

统计方法学 · 统计学 2024-01-17 Christina Nießl , Sabine Hoffmann , Theresa Ullmann , Anne-Laure Boulesteix
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