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We apply the method of Hankel transforms to develop goodness-of-fit tests for gamma distributions with given shape parameter and unknown rate parameter, thereby extending results of Baringhaus and Taherizadeh (2010) on the exponential…

统计理论 · 数学 2018-10-17 Elena Hadjicosta , Donald Richards

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

统计理论 · 数学 2019-10-18 Tetsuya Kaji

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

统计方法学 · 统计学 2022-05-30 Hoseung Song , Hao Chen

The analysis of large-scale datasets, especially in biomedical contexts, frequently involves a principled screening of multiple hypotheses. The celebrated two-group model jointly models the distribution of the test statistics with mixtures…

统计方法学 · 统计学 2023-03-10 Francesco Denti , Stefano Peluso , Michele Guindani , Antonietta Mira

In recent years, Bayesian nonparametric statistics has gathered extraordinary attention. Nonetheless, a relatively little amount of work has been expended on Bayesian nonparametric hypothesis testing. In this paper, a novel Bayesian…

统计理论 · 数学 2015-05-08 Luai Al Labadi , Emad Masuadi , Mahmoud Zarepour

Using fixed point characterization, we develop a new goodness of fit test for uniform distribution. We also discuss how the right censored observations can be incorporated in the proposed test procedure. We study the asymptotic properties…

统计方法学 · 统计学 2021-06-14 Sudheesh K. Kattumannil , Sreedevi E. P

In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

统计理论 · 数学 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…

机器学习 · 统计学 2026-03-17 Xing Liu , Axel Gandy

We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, $r$-convexity, among others, in a nonparametric framework using…

统计方法学 · 统计学 2020-06-09 Tatiana Komarova , Javier Hidalgo

We study the Gaussian sequence model, i.e. $X \sim N(\mathbf{\theta}, I_\infty)$, where $\mathbf{\theta} \in \Gamma \subset \ell_2$ is assumed to be convex and compact. We show that goodness-of-fit testing sample complexity is lower bounded…

统计理论 · 数学 2025-11-03 Zeyu Jia , Yury Polyanskiy

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

统计方法学 · 统计学 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

We consider the problem of the construction of the Goodness-of-Fit test in the case of continuous time observations of a diffusion process with small noise. The null hypothesis is parametric and we use a minimum distance estimator of the…

统计理论 · 数学 2016-06-17 Maroua Ben Abdeddaiem

We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…

数据分析、统计与概率 · 物理学 2013-06-25 Glen Cowan , Kyle Cranmer , Eilam Gross , Ofer Vitells

The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…

概率论 · 数学 2007-05-23 Te Sun Han

We present a new fitting technique based on the parametric bootstrap method, which relies on the idea to produce artificial measurements using the estimated probability distribution of the experimental data. In order to investigate the main…

数据分析、统计与概率 · 物理学 2020-03-18 Paolo Pedroni , Stefano Sconfietti

This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…

计量经济学 · 经济学 2025-06-18 Cui Rui , Li Yuhao

We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…

统计方法学 · 统计学 2018-03-14 Sylvain Sardy , Caroline Giacobino , Jairo Diaz-Rodriguez

We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to construct a class of affine invariant, consistent and…

统计理论 · 数学 2017-06-12 Norbert Henze , María Dolores Jiménez-Gamero , Simos G. Meintanis

The supremum of the standardized empirical process is a promising statistic for testing whether the distribution function $F$ of i.i.d. real random variables is either equal to a given distribution function $F_0$ (hypothesis) or $F \ge F_0$…

统计理论 · 数学 2022-07-19 Dietmar Ferger

In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…

统计理论 · 数学 2017-11-28 Pedro L. Ramos , Francisco Louzada , Taciana K. O. Shimizu , Aline O. Luiz