Related papers: The Interval Property in Multiple Testing of Pairw…
For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…
This paper develops a framework to study the statistical power of revealed-preference tests. With randomly sampled budgets and mild smoothness of demand, statistical learning implies that any model consistent with the data must approximate…
We assess the impact of a Hausman pretest, applied to panel data, on a confidence interval for the slope, conditional on the observed values of the time-varying covariate. This assessment has the advantages that it (a) relates to the values…
Inferring the value of a property of a large stochastic system is a difficult task when the number of samples is insufficient to reliably estimate the probability distribution. The Bayesian estimator of the property of interest requires the…
A basic assumption behind the inequalities used for testing noncontextual hidden variable models is that the observables measured on the same individual system are perfectly compatible. However, compatibility is not perfect in actual…
In clinical trials, inferences on clinical outcomes are often made conditional on specific selective processes. For instance, only when a treatment demonstrates a significant effect on the primary outcome, further analysis is conducted to…
Attributes provide critical information about the alternatives that a decision-maker is considering. When their magnitudes are uncertain, the decision-maker may be unsure about which alternative is truly the best, so measuring the…
This paper is concerned with tests for changes in the jump behaviour of a time-continuous process. Based on results on weak convergence of a sequential empirical tail integral process, asymptotics of certain tests statistics for breaks in…
We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…
Interval arithmetic is a simple way to compute a mathematical expression to an arbitrary accuracy, widely used for verifying floating-point computations. Yet this simplicity belies challenges. Some inputs violate preconditions or cause…
The goal of property testing is to quickly distinguish between objects which satisfy a property and objects that are $\epsilon$-far from satisfying the property. There are now several general results in this area which show that natural…
Individuals may differ in their parameter values. This article discusses a three-step method of studying such differences by calculating and then modeling "individual parameter contributions", making the study of heterogeneity in arbitrary…
The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…
Propensity score matching is commonly used to draw causal inference from observational survival data. However, its asymptotic properties have yet to be established, and variance estimation is still open to debate. We derive the statistical…
In the last two decades, composite indicators' construction to measure and compare multidimensional phenomena in a broad spectrum of domains has increased considerably. Different methodological approaches are used to summarize huge data…
The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…
An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of…
Given two relations containing multiple measurements - possibly with uncertainties - our objective is to find which sets of attributes from the first have a corresponding set on the second, using exclusively a sample of the data. This…
Statistical inference in parametric models (e.g., the Bradley--Terry model and its variants) for paired-comparison data has been explored in the high-dimensional regime, in which the number of items involving in paired comparisons diverges.…
Suppose an experiment is conducted on pairs of objects with outcome responses a continuous variable measuring the interactions among the pairs. Furthermore, assume the response variable is hard to measure numerically but easy to be coded…