Nonparametric regression with homogeneous group testing data

We introduce new nonparametric predictors for homogeneous pooled data in the context of group testing for rare abnormalities and show that they achieve optimal rates of convergence. In particular, when the level of pooling is moderate, then despite the cost savings, the method enjoys the same convergence rate as in the case of no pooling. In the setting of "over-pooling" the convergence rate differs from that of an optimal estimator by no more than a logarithmic factor. Our approach improves on the random-pooling nonparametric predictor, which is currently the only nonparametric method available, unless there is no pooling, in which case the two approaches are identical.Comment: Published in at http://dx.doi.org/10.1214/11-AOS952 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Testing the equality of nonparametric regression curves

This paper proposes a test for the equality of nonparametric regression curves that does not depend on the choice of a smoothing number. The test statistic is a weighted empirical process easy to compute. It is powerful under alternatives that converge to the null at a rate n­½. The disturbance distributions are arbitrary and possibly unequal, and conditions on the regressors distribution are very mild. A simulation study demonstrates that the test enjoys good level and power properties in small samples. We also study extensions to multiple regression, and testing the equality of several regression curves

Methods and metrics for selective regression testing

In corrective software maintenance, selective regression testing includes test selection from previously-run test suites and test coverage identification. We propose three reduction-based regression test selection methods and two McCabe-based coverage identification metrics (T. McCabe, 1976). We empirically compare these methods with three other reduction- and precision-oriented methods, using 60 test problems. The comparison shows that our proposed methods yield favourable result

Significance testing in quantile regression

We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of the responses with a nonparametric quantile regression estimate under the null hypothesis. It is demonstrated that under the null hypothesis this process converges weakly to a centered Gaussian process and the asymptotic properties of the test under fixed and local alternatives are also discussed. In particular we show, that - in contrast to the nonparametric approach based on estimation of $L^2$-distances - the new test is able to detect local alternatives which converge to the null hypothesis with any rate $a_n \to 0$ such that $a_n \sqrt{n} \to \infty$ (here $n$ denotes the sample size). We also present a small simulation study illustrating the finite sample properties of a bootstrap version of the the corresponding Kolmogorov-Smirnov test

Adaptive testing on a regression function at a point

We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of H\"{o}lder classes, up to a $\log\log n$ term, which we show to be necessary for adaptation. We apply the results to adaptive one-sided tests for the regression discontinuity parameter under a monotonicity restriction, the value of a monotone regression function at the boundary and the proportion of true null hypotheses in a multiple testing problem.Comment: Published at http://dx.doi.org/10.1214/15-AOS1342 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org