相关论文: Wilcoxon-Mann-Whitney Test of No Group Discriminat…
The parametric Welch $t$-test and the non-parametric Wilcoxon-Mann-Whitney test are the most commonly used two independent sample means tests. More recent testing approaches include the non-parametric, empirical likelihood and exponential…
Hoeffding's formulation and solution to the universal hypothesis testing (UHT) problem had a profound impact on many subsequent works dealing with asymmetric hypotheses. In this work, we introduce a quantum universal hypothesis testing…
The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…
We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…
It has become an increasingly common practice for scientists in modern science and engineering to collect samples of multiple network data in which a network serves as a basic data object. The increasing prevalence of multiple network data…
In 2018, Kahle and Stump raised the following problem: identify sequences of finite Coxeter groups $W_n$ for which the two-sided descent statistics on a uniform random element of $W_n$ is asymptotically normal. Recently, Br\"uck and…
A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…
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…
We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The…
In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…
In this paper we develop a new tool for the comparison of paired data based on a new criterion of stochastic dominance that takes into account the dependence structure of the random variables under comparison. This new procedure provides a…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
The Mann-Whitney effect is an effect measure for the order of two sample-specific outcome variables. It has the interpretation of a probability and also a connection to the area under the ROC curve. In the literature it has been considered…
Non-parametric approaches to test for trends in time series make use of the Mann-Kendall statistic. Based on asymptotic arguments, these tests assume that its distribution follows a Gaussian distribution, even for autocorrelated time…
A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…
The Mann-Whitney-Wilcoxon rank sum test (MWWRST) is a widely used method for comparing two treatment groups in randomized control trials, particularly when dealing with highly skewed data. However, when applied to observational study data,…
The Dvoretzky--Kiefer--Wolfowitz (DKW) inequality says that if $F_n$ is an empirical distribution function for variables i.i.d.\ with a distribution function $F$, and $K_n$ is the Kolmogorov statistic $\sqrt{n}\sup_x|(F_n-F)(x)|$, then…
We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly…
The impact of including postcursors in the null hypothesis test is discussed. Unequal prediction probabilities can be included in the null hypothesis test using a generalization of the central limit theorem. A test for determining the…
We develop a new rank-based approach for univariate two-sample testing in the presence of missing data which makes no assumptions about the missingness mechanism. This approach is a theoretical extension of the Wilcoxon-Mann-Whitney test…