相关论文: Test for Temporal Homogeneity of Means in High-dim…

We propose a high dimensional mean test framework for shrinking random variables, where the underlying random variables shrink to zero as the sample size increases. By pooling observations across overlapping subsets of dimensions, we…

For high-dimensional small sample size data, Hotelling's T2 test is not applicable for testing mean vectors due to the singularity problem in the sample covariance matrix. To overcome the problem, there are three main approaches in the…

This paper adresses the problem of testing for the equality of $k$ probability distributions on Hilbert spaces, with $k\geqslant 2$. We introduce a generalization of the maximum variance discrepancy called multiple maximum variance…

We generalize the method of surrogate data of testing for nonlinearity in time series to the case that the data are sampled with uneven time intervals. The null hypothesis will be that the data have been generated by a linear stochastic…

Topological data analysis is an emerging area in exploratory data analysis and data mining. Its main tool, persistent homology, has become a popular technique to study the structure of complex, high-dimensional data. In this paper, we…

In this article, we first establish the joint central limit theorem (CLT) for the extreme eigenvalues of the sample correlation matrix of high-dimensional random walks with cross-sectional dependence. We further investigate the asymptotic…

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Distinguishing long-memory behaviour from nonstationarity is challenging, as both produce slowly decaying sample autocovariances. Existing stationarity tests either fail to account for long-memory processes or exhibit poor empirical size,…

Tests based on sample mean vectors and sample spatial signs have been studied in the recent literature for high dimensional data with the dimension larger than the sample size. For suitable sequences of alternatives, we show that the powers…

The main purpose of this paper is to present new families of test statistics for studying the problem of goodness-of-fit of some data to a latent class model for binary data. The families of test statistics introduced are based on…

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

This paper investigates testing for deviation of a high-dimensional mean vector $\boldsymbol{\mu}$. In contrast to the standard one-sample significance test of the form: $H_0^\texttt{e} : \boldsymbol{\mu} = \boldsymbol{\mu}_0$ versus…

In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…

In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under…

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to test for change-points in the mean of long-range dependent data. We show that the corresponding self-normalized test statistic converges in…

Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…

In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…

We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…

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…