相关论文: Wilcoxon-Mann-Whitney Test of No Group Discriminat…
Network interference amounts to the treatment status of one unit affecting the potential outcome of other units in the population. Testing for spillover effects in this setting makes the null hypothesis non-sharp. An interesting approach to…
This paper reviews recent advancements in the application of optimal transport (OT) to multivariate distribution-free nonparametric testing. Inspired by classical rank-based methods, such as Wilcoxon's rank-sum and signed-rank tests, we…
In this paper we propose new smoothed sign and Wilcoxon's signed rank tests, which are based on a kernel estimator of the underlying distribution function of data. We discuss approximations of $p$-values and asymptotic properties of these…
In this paper we study the problem of testing the null hypothesis that errors from k independent parametrically specified generalized autoregressive conditional heteroskedasticity (GARCH) models have the same distribution versus a general…
This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…
This paper lays the groundwork for a unifying approach to stochastic dominance testing under survey nonresponse that integrates the partial identification approach to incomplete data and design-based inference for complex survey data. We…
Traditional statistical mechanics is constrained by the binary paradigms of identical/distinguishable and bosonic/fermionic particle statistics, leading to a fundamental logical gap in describing systems with partial distinguishability. We…
This paper is concerned with minimax conditional independence testing. In contrast to some previous works on the topic, which use the total variation distance to separate the null from the alternative, here we use the Wasserstein distance.…
In this work, we revisit the problem of uniformity testing of discrete probability distributions. A fundamental problem in distribution testing, testing uniformity over a known domain has been addressed over a significant line of works, and…
The limit joint distribution of statistics that are generalizations of some statistics from the NIST STS, TestU01, and other packages is found under the following hypotheses $H_0$ and $H_1$. Hypothesis $H_0$ states that the tested sequence…
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…
In clustered data setting, informative cluster size has been a focus of recent research. In the nonparametric context, the problem has been considered mainly for testing equality of distribution functions. The aim in this paper is to…
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the…
We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…
A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…
The Nielsen number $N(f)$ is a lower bound for the minimal number of fixed points among maps homotopic to $f$. When these numbers are equal, the map is called Wecken. A recent paper by Brimley, Griisser, Miller, and the second author…
We consider the problem of robustly detecting changepoints in the variability of a sequence of independent multivariate functions. We develop a novel changepoint procedure, called the functional Kruskal--Wallis for covariance (FKWC)…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered $\alpha$-subexponential entries, $0<\alpha\le 1$. Our method relies upon a novel decoupling inequality and a comparison…
We reverse the logic behind the apparent existence of $H_0$-tension, to design diagnostics for cosmological models. The basic idea is that the non-constancy of $H_0$ inferred from observations at different redshifts is a null hypothesis…