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We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…

计量经济学 · 经济学 2021-08-26 Michael P. Leung

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

统计方法学 · 统计学 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…

统计方法学 · 统计学 2023-03-13 Daniel Ochieng , Anh-Tuan Hoang , Thorsten Dickhaus

To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…

统计理论 · 数学 2024-05-08 Anders Bredahl Kock , David Preinerstorfer

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

统计方法学 · 统计学 2023-11-09 Feifei Chen , Simos G. Meintanis , Lixing Zhu

This paper explores conditions of existence of different types of consistent tests. New links of these types of consistency are also established. The existence of discernible (strong consistent) tests follows from the existence of pointwise…

统计理论 · 数学 2015-04-22 Mikhail Ermakov

This paper proposes a stable combination test, which is a natural extension of Cauchy combination tests by Liu and Xie (2020). Similarly to the Cauchy combination test, our stable combination test is simple to compute, enjoys good sizes,…

统计方法学 · 统计学 2021-08-19 Xing Ling , Yeonwoo Rho

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

统计方法学 · 统计学 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bounded interval; (ii) the means or medians of the random…

统计理论 · 数学 2025-03-24 Xiongzhi Chen

We propose an e-value based framework for testing arbitrary composite nulls against composite alternatives, when an $\epsilon$ fraction of the data can be arbitrarily corrupted. Our tests are inherently sequential, being valid at arbitrary…

统计方法学 · 统计学 2025-12-25 Aytijhya Saha , Aaditya Ramdas

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

统计理论 · 数学 2019-04-08 Thi Thien Trang Bui

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…

统计方法学 · 统计学 2018-10-05 Haoran Li , Alexander Aue , Debashis Paul

In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…

计量经济学 · 经济学 2018-12-27 Luisa Corrado , Melvyn Weeks , Thanasis Stengos , M. Ege Yazgan

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

机器学习 · 统计学 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

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…

统计理论 · 数学 2013-04-23 EunYi Chung , Joseph P. Romano

Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…

统计方法学 · 统计学 2025-12-03 Fan Zhang , Zhiming Li

We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…

应用统计 · 统计学 2016-09-20 Dalia Chakrabarty

We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional…

机器学习 · 统计学 2024-03-25 Jie Wang , Rui Gao , Yao Xie

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

统计理论 · 数学 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…

应用统计 · 统计学 2019-09-24 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh