Related papers: Distribution-Free Tests for Sparse Heterogeneous M…
We consider the Anderson-Rubin (AR) statistic for a general set of nonlinear moment restrictions. The statistic is based on the criterion function of the continuous updating estimator (CUE) for a subset of parameters not constrained under…
We consider two problems of constructing of goodness of fit tests for ergodic diffusion processes. The first one is concerned with a composite basic hypothesis for a parametric class of diffusion processes, which includes the…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…
Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…
Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…
A unified framework is proposed for tests of unobserved heterogeneity in parametric statistic models based on Neyman's $C(\alpha)$ approach. Such tests are irregular in the sense that the first order derivative of the log likelihood with…
Given a symmetric social network, we are interested in testing whether it has only one community or multiple communities. The desired tests should (a) accommodate severe degree heterogeneity, (b) accommodate mixed-memberships, (c) have a…
Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…
To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…
The question of association between outcome and feature is generally framed in the context of a model on functional and distributional forms. Our motivating application is that of identifying serum biomarkers of angiogenesis, energy…
A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…
A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…
In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…
Testing for mediation effect poses a challenge since the null hypothesis (i.e., the absence of mediation effects) is composite, making most existing mediation tests quite conservative and often underpowered. In this work, we propose a…
We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…
This paper provides asymptotically valid tests for the null hypothesis of no treatment effect heterogeneity. Importantly, I consider the presence of heterogeneity that is not explained by observed characteristics, or so-called idiosyncratic…
In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…