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We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

统计理论 · 数学 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

统计理论 · 数学 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…

统计方法学 · 统计学 2014-10-13 Song Xi Chen , Jun Li , Ping-Shou Zhong

For testing the independence of two vectors with respective dimensions $p_1$ and $p_2$, the existing literature in high-dimensional statistics all assume that both dimensions $p_1$ and $p_2$ grow to infinity with the sample size. However,…

统计方法学 · 统计学 2018-01-23 Weiming Li , Jiaqi Chen , Jianfeng Yao

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,…

统计方法学 · 统计学 2026-03-10 Tommaso Lando , Paulo Eduardo Oliveira

Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…

统计理论 · 数学 2016-04-21 Daniel Gaigall

We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…

统计理论 · 数学 2015-02-12 Jacopo Mandozzi , Peter Bühlmann

In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt…

统计方法学 · 统计学 2023-04-18 Hongwei Shi , Bowen Sun , Weichao Yang , Xu Guo

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

统计理论 · 数学 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…

统计方法学 · 统计学 2020-12-21 Meng Yuan , Chunlin Wang , Boxi Lin , Pengfei Li

In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…

统计理论 · 数学 2019-07-17 Holger Dette , Nina Dörnemann

Distributed frameworks are widely used to handle massive data, where sample size $n$ is very large, and data are often stored in $k$ different machines. For a random vector $X\in \mathbb{R}^p$ with expectation $\mu$, testing the mean vector…

统计方法学 · 统计学 2021-10-07 Bin Du , Junlong Zhao

In this paper, we consider testing the correlation coefficient matrix between two subsets of high-dimensional variables. We produce a test statistic by using the extended cross-data-matrix (ECDM) methodology and show the unbiasedness of…

统计方法学 · 统计学 2015-03-24 Kazuyoshi Yata , Makoto Aoshima

We introduce a low dimensional function of the site frequency spectrum that is tailor-made for distinguishing coalescent models with multiple mergers from Kingman coalescent models with population growth, and use this function to construct…

种群与进化 · 定量生物学 2019-08-13 Jere Koskela

In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…

统计方法学 · 统计学 2025-01-14 Shijie Cui , Xu Guo , Songshan Yang , Zhe Zhang

In this paper, we will introduce the so called naive tests and give a brief review on the newly development. Naive testing methods are easy to understand and performs robust especially when the dimension is large. In this paper, we mainly…

统计理论 · 数学 2016-12-21 Jiang Hu , Zhidong Bai

Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…

数据分析、统计与概率 · 物理学 2010-03-02 N. D. Gagunashvili

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

数据结构与算法 · 计算机科学 2020-11-19 Markus Anders , Pascal Schweitzer

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

统计理论 · 数学 2019-09-24 Adel Javanmard , Jason D. Lee

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

统计方法学 · 统计学 2026-01-28 Jinyuan Chang , Yue Du , Jing He , Qiwei Yao