相关论文: Inefficient Best Invariant Tests

Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…

Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…

Testing equality of two multivariate distributions is a classical problem for which many non-parametric tests have been proposed over the years. Most of the popular two-sample tests, which are asymptotically distribution-free, are based…

In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. The classical Greenwood statistic, extensively examined in…

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…

Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of ellipticity so far has not been addressed in a fully…

Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…

In this study, we demonstrate that the norm test and inner product/orthogonality test presented in \cite{Bol18} are equivalent in terms of the convergence rates associated with Stochastic Gradient Descent (SGD) methods if…

In this paper, we construct a consistent non-parametric test for testing the equality of population medians for different samples when the observations in each sample are independent and identically distributed. This test can be further…

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for…

Tests of independence are an important tool in applications, specifically in connection with the detection of a relationship between variables; they also have initiated many developments in statistical theory. In the present paper we build…

In two-sampling testing, one observes two independent sequences of independent and identically distributed random variables distributed according to the distributions $P_1$ and $P_2$ and wishes to decide whether $P_1=P_2$ (null hypothesis)…

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

We study the statistical mechanics of a general Hamiltonian system in the context of symplectic structure of the corresponding phase space. This covariant formalism reveals some interesting correspondences between properties of the phase…

Stochastic dominance has not been too employed in practice due to its important limitations. To increase its versatility, the concept has recently been adapted by introducing various indices that measure the degree to which one probability…

In scientific studies involving analyses of multivariate data, basic but important questions often arise for the researcher: Is the sample exchangeable, meaning that the joint distribution of the sample is invariant to the ordering of the…

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…