MATCH: Multiplier-Assisted Tests for Conditional Hypotheses in Non-Euclidean Data

We propose a new procedure MATCH (Multiplier-Assisted Tests for Conditional Hypotheses) to test whether the non-Euclidean data match the target model, which is a general framework for significance and specification testing in Fréchet regression.

MATCH covers global significance, partial significance, and the adequacy of global Fréchet regression, providing a unified way to compare unrestricted conditional Fréchet means with restricted alternatives.

One of the key challenges is that the ordinary held-out loss difference is first-order degenerate under the null: the oracle losses coincide, and plug-in statistics is dominated by nuisance estimation error.

MATCH uses sample splitting and independent random multipliers on held-out losses to create a nondegenerate Gaussian leading term without residuals or tangent-space coordinates.

To improve data use and stability, we further develop cross-fitted tests and repeated cross-fitting with p-value merging.

We establish asymptotic null validity, consistency under fixed alternatives, and local power guarantees.

Simulations for distributional, symmetric positive-definite (SPD) matrix-valued, and spherical responses support the theoretical findings, and applications to county-level household income distributions and North Atlantic tropical-cyclone locations demonstrate the practical use of the proposed tests.