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Wechsung M, Konietschke F. Simultaneous inference for partial areas under receiver operating curves—With a view towards efficiency. J Stat Plan Inference 2023. [DOI: 10.1016/j.jspi.2023.02.002] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 03/07/2023]
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Generalized Nonparametric Composite Tests for High-Dimensional Data. Symmetry (Basel) 2022. [DOI: 10.3390/sym14061153] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/01/2023] Open
Abstract
In this paper, composite high-dimensional nonparametric tests for two samples are proposed, by using component-wise Wilcoxon–Mann–Whitney-type statistics. No distributional assumption, moment condition, or parametric model is required for the development of the tests and the theoretical results. Two approaches are employed, for estimating the asymptotic variance of the composite statistic, leading to two tests. In both cases, banding of the covariance matrix to estimate variance of the test statistic is involved. An adaptive algorithm, for selecting the banding window width, is proposed. Numerical studies are provided, to show the favorable performance of the new tests in finite samples and under varying degrees of dependence.
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Harrar SW, Kong X. Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches. J MULTIVARIATE ANAL 2022. [DOI: 10.1016/j.jmva.2021.104855] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/23/2022]
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