相关论文: Admissibility of invariant tests for means with co…
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…
In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted $L_2$-norm. We establish the asymptotic normality of the test statistics under the null hypothesis. We…
Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…
In high dimensions, the classical Hotelling's $T^2$ test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this paper, this problem is overcome by projecting the data matrix onto lower…
The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…
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…
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…
Many tests have been proposed to remedy the classical Hotelling's $T^2$ test in the "large $p$, small $n$" paradigm, but the existence of an optimal sum-of-squares type test has not been explored. This paper shows that under certain…
A Cramer moderate deviation theorem for Hotelling's $T^2$-statistic is proved under a finite $(3+\delta)$th moment. The result is applied to large scale tests on the equality of mean vectors and is shown that the number of tests can be as…
Assessing agreement between two instruments is crucial in clinical studies to evaluate the similarity between two methods measuring the same subjects. This paper introduces a novel coefficient, termed rho1, to measure agreement between…
In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have established the asymptotic distributions of the test statistics under…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
High dimensional hypothesis test deals with models in which the number of parameters is significantly larger than the sample size. Existing literature develops a variety of individual tests. Some of them are sensitive to the dense and small…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
In this letter we propose the Rao test as a simpler alternative to the generalized likelihood ratio test (GLRT) for multisensor fusion. We consider sensors observing an unknown deterministic parameter with symmetric and unimodal noise. A…
In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
The $T$-test is probably the most popular statistical test; it is routinely recommended by the textbooks. The applicability of the test relies upon the validity of normal or Student's approximation to the distribution of Student's statistic…