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In this article, we propose a new class of consistent tests for $p$-variate normality. These tests are based on the characterization of the standard multivariate normal distribution, that the Hessian of the corresponding cumulant generating…

统计方法学 · 统计学 2023-03-22 Kwun Chuen Gary Chan , Hok Kan Ling , Chuan-Fa Tang , Sheung Chi Phillip Yam

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

统计方法学 · 统计学 2025-06-05 Huw Llewelyn

We consider the problem of non-parametric testing of independence of two components of a stationary bivariate spatial process. In particular, we revisit the random shift approach that has become a standard method for testing the independent…

统计方法学 · 统计学 2022-05-16 Tomas Mrkvicka , Jiri Dvorak , Jonatan A. Gonzalez , Jorge Mateu

We study the problem of estimating the distribution of effect sizes (the mean of the test statistic under the alternate hypothesis) in a multiple testing setting. Knowing this distribution allows us to calculate the power (type II error) of…

机器学习 · 统计学 2020-07-28 Jennifer Brennan , Ramya Korlakai Vinayak , Kevin Jamieson

This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…

统计理论 · 数学 2020-06-09 Nick Koning , Paul Bekker

In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast,…

统计方法学 · 统计学 2019-03-12 Lingzhu Li , Xuehu Zhu , Lixing Zhu

Projection-based testing for mean trajectory differences in two groups of irregularly and sparsely observed functional data has garnered significant attention in the literature because it accommodates a wide spectrum of group differences…

统计方法学 · 统计学 2023-10-11 Salil Koner , Sheng Luo

The parametric Welch $t$-test and the non-parametric Wilcoxon-Mann-Whitney test are the most commonly used two independent sample means tests. More recent testing approaches include the non-parametric, empirical likelihood and exponential…

统计方法学 · 统计学 2019-10-08 Michail Tsagris , Abdulaziz Alenazi , Kleio-Maria Verrou , Nikolaos Pandis

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

统计方法学 · 统计学 2017-12-12 Yi-Hui Zhou

A common problem in numerous research areas, particularly in clinical trials, is to test whether the effect of an explanatory variable on an outcome variable is equivalent across different groups. In practice, these tests are frequently…

统计方法学 · 统计学 2024-05-03 Niklas Hagemann , Kathrin Möllenhoff

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

机器学习 · 计算机科学 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives…

统计理论 · 数学 2015-12-31 Danning Li , Lingzhou Xue

The population-wise error rate (PWER) is a type I error rate for clinical trials with multiple target populations. In such trials, a treatment is tested for its efficacy in each population. The PWER is defined as the probability that a…

统计方法学 · 统计学 2024-12-13 Remi Luschei , Werner Brannath

We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…

机器学习 · 统计学 2026-05-05 Gyumin Lee , Shubhanshu Shekhar , Ilmun Kim

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

We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…

统计理论 · 数学 2020-02-28 Bruno Ebner

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

统计理论 · 数学 2007-06-13 Hongtu Zhu , Heping Zhang

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

统计理论 · 数学 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

This paper proposes novel tests for the absence of jumps in a univariate semimartingale and for the absence of common jumps in a bivariate semimartingale. Our methods rely on ratio statistics of power variations based on irregular…

统计理论 · 数学 2017-12-21 Ole Martin , Mathias Vetter

It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

统计方法学 · 统计学 2013-06-26 Jonathan Rosenblatt