相关论文: An alternatif test to the two independent samples …

Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing…

How many experimental studies would have come to different conclusions had they been run on larger samples? I show how to estimate the expected number of statistically significant results that a set of experiments would have reported had…

We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…

The topic of this paper is testing exchangeability using e-values in the batch mode, with the Markov model as alternative. The null hypothesis of exchangeability is formalized as a Kolmogorov-type compression model, and the Bayes mixture of…

Hotelling's $T^2$-test for the mean of a multivariate normal distribution is one of the triumphs of classical multivariate analysis. It is uniformly most powerful among invariant tests, and admissible, proper Bayes, and locally and…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual…

We propose new tests for assessing whether covariates in a treatment group and matched control group are balanced in observational studies. The tests exhibit high power under a wide range of multivariate alternatives, some of which existing…

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…

Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do…

Non-parametric tests based on permutation, rotation or sign-flipping are examples of group-invariance tests. These tests test invariance of the null distribution under a set of transformations that has a group structure, in the algebraic…

In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study if this assumption holds before making other inferences. In this paper, we develop a test for…

This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set. Blending inductive and transductive conformal inference in an innovative way, the described methods can…

In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…

A factor model with a break in its factor loadings is observationally equivalent to a model without changes in the loadings but a change in the variance of its factors. This effectively transforms a structural change problem of high…

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

In paired design studies, it is common to have multiple measurements taken for the same set of subjects under different conditions. In observational studies, it is many times of interest to conduct pair matching on multiple covariates…

In this paper, we derive power guarantees of some sequential tests for bounded mean under general alternatives. We focus on testing procedures using nonnegative supermartingales which are anytime valid and consider alternatives which…

In this article, we introduce a novel discrepancy called the maximum variance discrepancy for the purpose of measuring the difference between two distributions in Hilbert spaces that cannot be found via the maximum mean discrepancy. We also…

Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…