Asymptotically efficient two-sample rank tests for modal directions on spheres

A general class of optimal and distribution-free rank tests for the two-sample modal directions problem on (hyper-) spheres is proposed, along with an asymptotic distribution theory for such spherical rank tests. The asymptotic optimality of the spherical rank tests in terms of power-equivalence to the spherical likelihood ratio tests is studied, while the spherical Wilcoxon rank test, an important case for the class of spherical rank tests, is further investigated. A data set is reanalyzed and some errors made in previous studies are corrected. On the usual sphere, a lower bound on the asymptotic Pitman relative efficiency relative to Hotelling’s T²-type test is established, and a new distribution for which the spherical Wilcoxon rank test is optimal is also introduced.     

Practical tests for randomized complete block designs

A class of affine-invariant test statistics, including a sign test and a related family of signed-rank tests, is proposed for randomized complete block designs with one observation per treatment. This class is obtained by using the transformation-retransformation approach of Chakraborty, Chaudhuri and Oja along with a directional transformation due to Tyler. Under the minimal assumption of directional symmetry of the underlying distribution, the null asymptotic distribution of the sign test statistic is shown to be chi-square with p-1 degrees of freedom. The same null distribution is also proved for the family of signed-rank statistics under the assumption of symmetry of the underlying distribution. The Pitman asymptotic relative efficiencies of the tests, relative to Hotelling-Hsu's T² are established. Several score functions are discussed including a simple linear score function and the optimal normal score function. The test based on the linear score function is compared to the other members of this family and other statistics in the literature through efficiency calculations and Monte Carlo simulations. This statistic has an excellent performance over a wide range of distributions and for small as well as large dimensions.     

Third-order efficiency of conditional tests in exponential models: The lattice case

As is well known, in full rank multivariate exponential families, tests of Neyman structure are uniformly most powerful unbiased for one-sided problems. For the case of lattice distributions, the power of these tests—evaluated at contiguous alternatives—is approximated by asymptotic expansions up to errors of order o(n^?1). Surprisingly the tests with Neyman structure are not third-order efficient in the class of all asymptotically similar tests unless the problem is univariate.     

Nonnegative rank factorization—a heuristic approach via rank reduction

Given any nonnegative matrix $A \in \mathbb{R}^{m \times n}$ , it is always possible to express A as the sum of a series of nonnegative rank-one matrices. Among the many possible representations of A, the number of terms that contributes the shortest nonnegative rank-one series representation is called the nonnegative rank of A. Computing the exact nonnegative rank and the corresponding factorization are known to be NP-hard. Even if the nonnegative rank is known a priori, no simple procedure exists presently that is able to perform the nonnegative factorization. Based on the Wedderburn rank reduction formula, this paper proposes a heuristic approach to tackle this difficult problem numerically. Starting with A, the idea is to recurrently extrat, whenever possible, a rank-one nonnegative portion from the previous matrix while keeping the residual nonnegative and lowering its rank by one. With a slight modification for symmetry, the method can equally be applied to another important class of completely positive matrices. No convergence can be guaranteed, but repeated restart might help alleviate the difficulty. Extensive numerical testing seems to suggest that the proposed algorithm might serve as a first-step numerical means for exploring the intriguing problem of nonnegative rank factorization.     

Rational realization of the minimum ranks of nonnegative sign pattern matrices

A sign pattern matrix (or nonnegative sign pattern matrix) is a matrix whose entries are from the set {+,?, 0} ({+, 0}, respectively). The minimum rank (or rational minimum rank) of a sign pattern matrix A is the minimum of the ranks of the matrices (rational matrices, respectively) whose entries have signs equal to the corresponding entries of A. Using a correspondence between sign patterns with minimum rank r ≥ 2 and point-hyperplane configurations in R^r?1 and Steinitz’s theorem on the rational realizability of 3-polytopes, it is shown that for every nonnegative sign pattern of minimum rank at most 4, the minimum rank and the rational minimum rank are equal. But there are nonnegative sign patterns with minimum rank 5 whose rational minimum rank is greater than 5. It is established that every d-polytope determines a nonnegative sign pattern with minimum rank d + 1 that has a (d + 1) × (d + 1) triangular submatrix with all diagonal entries positive. It is also shown that there are at most min{3m, 3n} zero entries in any condensed nonnegative m × n sign pattern of minimum rank 3. Some bounds on the entries of some integer matrices achieving the minimum ranks of nonnegative sign patterns with minimum rank 3 or 4 are established.     

Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors

We develop optimal rank-based procedures for testing affine-invariant linear hypotheses on the parameters of a multivariate general linear model with elliptical VARMA errors. We propose a class of optimal procedures that are based either on residual (pseudo-)Mahalanobis signs and ranks, or on absolute interdirections and lift-interdirection ranks, i.e., on hyperplane-based signs and ranks. The Mahalanobis versions of these procedures are strictly affine-invariant, while the hyperplane-based ones are asymptotically affine-invariant. Both versions generalize the univariate signed rank procedures proposed by Hallin and Puri (J. Multivar. Anal. 50 (1994) 175), and are locally asymptotically most stringent under correctly specified radial densities. Their AREs with respect to Gaussian procedures are shown to be convex linear combinations of the AREs obtained in Hallin and Paindaveine (Ann. Statist. 30 (2002) 1103; Bernoulli 8 (2002) 787) for the pure location and purely serial models, respectively. The resulting test statistics are provided under closed form for several important particular cases, including multivariate Durbin-Watson tests, VARMA order identification tests, etc. The key technical result is a multivariate asymptotic linearity result proved in Hallin and Paindaveine (Asymptotic linearity of serial and nonserial multivariate signed rank statistics, submitted).     

Symmetrized approximate score rank tests for the two-sample case

Rank test statistics for the two-sample problem are based on the sum of the rank scores from either sample. However, a critical difference can occur when approximate scores are used since the sum of the rank scores from sample 1 is not equal to minus the sum of the rank scores from sample 2. By centering and scaling as described in Hajek and Sidak (1967, Theory of Rank Tests, Academic Press, New York) for the uncensored data case the statistics computed from each sample become identical. However such symmetrized approximate scores rank statistics have not been proposed in the censored data case. We propose a statistic that treats the two approximate scores rank statistics in a symmetric manner. Under equal censoring distributions the symmetric rank tests are efficient when the score function corresponds to the underlying model distribution. For unequal censoring distributions we derive a useable expression for the asymptotic variance of our symmetric rank statistics.     

Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models

For some mixed models (involving both stochastic and nonstochastic predictors), a general class of permutationally distribution-free rank tests for some restricted alternative problems is considered. The proposed tests are asymptotically optimal in the light of the restricted likelihood ratio tests. For an ordered alternative problem in a two-way analysis of covariance model, the proposed tests are asymptotically optimal.     

An efficient numerical method for a mathematical model of a transport of coagulating particles

A new computational algorithm based on a fast way of computing integral operators describing the coagulation process is proposed for a mathematical model of coagulating particles. Using this algorithm, the computational complexity of each timestep of an explicit difference scheme can be substantially reduced. For each step, the complexity of execution is reduced from O(NM²) arithmetic operations to O(NMRlnM), where N is the number of mesh points along the physical coordinates of particles, M is the number of mesh points in a grid corresponding to sizes of coagulating particles, and R is the rank of a matrix corresponding to the values of the function of a coagulation kernel at mesh points. Using this approach, computations can be greatly accelerated, provided that kernel rank R is small.     

An Erdős-Ko-Rado theorem for finite classical polar spaces

Consider a finite classical polar space of rank \(d\ge 2\) and an integer n with \(0<n<d\). In this paper, it is proved that the set consisting of all subspaces of rank n that contain a given point is a largest Erd?s-Ko-Rado set of subspaces of rank n of the polar space. We also show that there are no other Erd?s-Ko-Rado sets of subspaces of rank n of the same size.     

Arithmetical rank of binomial ideals

In this paper, we investigate the arithmetical rank of a binomial ideal J. We provide lower bounds for the binomial arithmetical rank and the J-complete arithmetical rank of J. Special attention is paid to the case where J is the binomial edge ideal of a graph. We compute the arithmetical rank of such an ideal in various cases.     

Nonparametric tests for multiple regression under progressive censoring

For continuous observations from time-sequential studies, suitable Cramér-von Mises and Kolmogorov-Smirnov types of (nonparametric) statistics (based on linear rank statistics) for testing hypotheses on some multiple-regression models are proposed and studied. The asymptotic theory of these tests is provided for both the null and (local) alternative hypotheses situations and is based on the weak convergence of suitable rank order processes (on the D[0, 1] space) to certain functions of Brownian motions. Bahadur efficiency results are also presented. Empirical values of the percentile points of the null distributions of the proposed test statistics, obtained through simulation studies, are also provided.     

Large minimal realizers of a partial order II

The rank (resp. dimension) of a poset P is the cardinality of a largest (resp. smallest) set of linear orders such that its intersection is P and no proper subset has intersection P. Dimension has been studied extensively. Rank was introduced recently by Maurer and Rabinovitch in [4], where the rank of antichains was determined. In this paper we develop a general theory of rank. The main result, loosely stated, is that to each poset P there corresponds a class of graphs with easily described properties, and that the rank of P is the maximum number of edges in a graph in this class.     

Rank test for heteroscedastic functional data

In this paper, we consider (mid-)rank based inferences for testing hypotheses in a fully nonparametric marginal model for heteroscedastic functional data that contain a large number of within subject measurements from possibly only a limited number of subjects. The effects of several crossed factors and their interactions with time are considered. The results are obtained by establishing asymptotic equivalence between the rank statistics and their asymptotic rank transforms. The inference holds under the assumption ofα-mixing without moment assumptions. As a result, the proposed tests are applicable to data from heavy-tailed or skewed distributions, including both continuous and ordered categorical responses. Simulation results and a real application confirm that the (mid-)rank procedures provide both robustness and increased power over the methods based on original observations for non-normally distributed data.     

Extremely primitive groups and linear spaces

A non-regular primitive permutation group is called extremely primitive if a point stabilizer acts primitively on each of its nontrivial orbits. Let S be a nontrivial finite regular linear space and G ≤ Aut(S). Suppose that G is extremely primitive on points and let rank(G) be the rank of G on points. We prove that rank(G) ≥ 4 with few exceptions. Moreover, we show that Soc(G) is neither a sporadic group nor an alternating group, and G = PSL(2, q) with q + 1 a Fermat prime if Soc(G) is a finite classical simple group.     

Possible isolation number of a matrix over nonnegative integers

Let ?₊ be the semiring of all nonnegative integers and A an m × n matrix over ?₊. The rank of A is the smallest k such that A can be factored as an m × k matrix times a k×n matrix. The isolation number of A is the maximum number of nonzero entries in A such that no two are in any row or any column, and no two are in a 2 × 2 submatrix of all nonzero entries. We have that the isolation number of A is a lower bound of the rank of A. For A with isolation number k, we investigate the possible values of the rank of A and the Boolean rank of the support of A. So we obtain that the isolation number and the Boolean rank of the support of a given matrix are the same if and only if the isolation number is 1 or 2 only. We also determine a special type of m×n matrices whose isolation number is m. That is, those matrices are permutationally equivalent to a matrix A whose support contains a submatrix of a sum of the identity matrix and a tournament matrix.     

Rings of quasi-endomorphisms of some direct sums of torsion-free Abelian groups

We consider a representation of quasi-endomorphisms of Abelian torsion-free groups of rank 4 bymatrices of order 4 over the field of rational numbers Q. We obtain a classification for quasi-endomorphism rings of Abelian torsion-free groups of rank 4 quasi-decomposable into a direct sum of groups A ₁, A ₂ of rank 1 and strongly indecomposable group B of rank 2 such that quasi-homomorphism groups Q ? Hom(A _i , B) and Q ? Hom(B, A _i ) for any i = 1, 2 have rank 1 or are zero. Moreover, for algebras from the classification we present necessary and sufficient conditions for their realization as quasi-endomorphism rings of these groups.     

Stability results for projective modules over Rees algebras

We provide a class of commutative Noetherian domains R of dimension d such that every finitely generated projective R-module P of rank d splits off a free summand of rank one. On this class, we also show that P is cancellative. At the end we give some applications to the number of generators of a module over the Rees algebras.     

Improved inference in dispersion models

We derive a general matrix Bartlett–type correction factor to the gradient statistic in the class of dispersion models. The correction improves the large–sample χ² approximation to the null distribution of the gradient statistic when the sample size is finite. We conduct Monte Carlo simulation experiments to evaluate and compare the performance of various different tests, namely the usual Wald, likelihood ratio, score, and gradient tests, the Bartlett–corrected versions of the likelihood ratio, score, and gradient tests, and bootstrap–based tests. The simulation results suggest that the analytical and computational corrections are effective in removing size distortions of the type I error probability with no power loss. The impact of the corrections in two real data applications is considered for illustrative purposes.     

Bases of identities for semigroups of bounded rank transformations of a set

We complete the series of results by M. V. Sapir, M. V. Volkov and the author solving the Finite Basis Problem for semigroups of rank ≤ k transformations of a set, namely based on these results we prove that the semigroup T _k (X) of rank ≤ k transformations of a set X has no finite basis of identities if and only if k is a natural number and either k = 2 and |X| ∈ «3, 4» or k ≥ 3. A new method for constructing finite non-finitely based semigroups is developed. We prove that the semigroup of rank ≤ 2 transformations of a 4-element set has no finite basis of identities but that the problem of checking its identities is tractable (polynomial).