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Title:

Testing many constraints in possibly irregular models using incomplete U-statistics

Document type:
Zeitschriftenaufsatz
Author(s):
Sturma, Nils; Drton, Mathias; Leung, Dennis
Abstract:
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order or even larger than the number of observed samples. Moreover, standard distributional approximations may be invalid due to irregularities in the null hypothesis. We propose a general testing methodology that aims to circumvent these difficulties. The constraint...     »
Keywords:
Gaussian approximation, high dimensions, incomplete U-statistics, latent-tree model, multiplier bootstrap, non-asymptotic bound
Dewey Decimal Classification:
510 Mathematik
Journal title:
Journal of the Royal Statistical Society Series B: Statistical Methodology
Year:
2024
Year / month:
2024-03
Quarter:
1. Quartal
Month:
Mar
Pages contribution:
1--26
Language:
en
Fulltext / DOI:
doi:10.1093/jrsssb/qkae022
WWW:
Journal of the Royal Statistical Society Series B: Statistical Methodology
Publisher:
Oxford University Press (OUP)
Publisher address:
Oxford, UK
Print-ISSN:
1369-7412
E-ISSN:
1467-9868
Date of publication:
07.03.2024
Semester:
WS 23-24
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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