Related papers: Forecast dominance testing via sign randomization

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…

This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of…

Power dynamics in human-human communication can impact rapport-building and learning gains, but little is known about how power impacts human-agent communication. In this paper, we examine dominance behavior in utterances between…

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

Algorithmic recommendation based on noisy preference measurement is prevalent in recommendation systems. This paper discusses the consequences of such recommendation on market concentration and inequality. Binary types denoting a…

Choice overload - in which larger choice sets are detrimental to a chooser's well-being - is potentially of great importance in the design of economic policy. Yet the current evidence on its prevalence is inconclusive. We argue that…

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

While running any experiment, we often have to consider the statistical power to ensure an effective study. Statistical power or power ensures that we can observe an effect with high probability if such a true effect exists. However,…

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

We point out that the ideas underlying some test procedures recently proposed for testing post-model-selection (and for some other test problems) in the econometrics literature have been around for quite some time in the statistics…

Quantitative research relies heavily on coding, and coding errors are relatively common even in published research. In this paper, we examine whether individuals are more or less likely to check their code depending on the results they…

Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Multi-parameter one-sided hypothesis test problems arise naturally in many applications. We are particularly interested in effective tests for monitoring multiple quality indices in forestry products. Our search reveals that there are many…

Many popular algorithmic fairness measures depend on the joint distribution of predictions, outcomes, and a sensitive feature like race or gender. These measures are sensitive to distribution shift: a predictor which is trained to satisfy…

The predictability of errors in deterministic temperature forecasts is investigated. More precisely, the aim is to issue warnings whenever the differences between forecast and verification exceed a given threshold. The warnings are…

We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

The problem of testing the reliability of ensemble forecasting systems is revisited. A popular tool to assess the reliability of ensemble forecasting systems (for scalar verifications) is the rank histogram, this histogram is expected to be…

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…