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Online controlled experiments, or A/B tests, are large-scale randomized trials in digital environments. This paper investigates the estimands of the difference-in-means estimator in these experiments, focusing on scenarios with repeated…

Methodology · Statistics 2024-11-12 Sebastian Ankargren , Mattias Frånberg , Mårten Schultzberg

Testing for multi-dimensional white noise is an important subject in statistical inference. Such test in the high-dimensional case becomes an open problem waiting to be solved, especially when the dimension of a time series is comparable to…

Methodology · Statistics 2022-11-08 Long Feng , Binghui Liu , Yanyuan Ma

Empirical instrumental variables (IV) studies often report separate results based on low-dimensional instruments and many base instruments. This paper proposes a combination test that integrates these commonly reported statistics. The test…

Econometrics · Economics 2026-03-25 Liyu Dou , Pengjin Min , Wenjie Wang , Yichong Zhang

This paper considers the problem of frequency estimation for a multi-sinusoidal signal consisting of n sinuses in finite-time. The parameterization approach based on applying delay operators to a measurable signal is used. The result is the…

Systems and Control · Electrical Eng. & Systems 2020-09-15 Anastasiia Vediakova , Alexey Vedyakov , Anton Pyrkin , Alexey Bobtsov , Vladislav Gromov

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

This paper proposes a novel test method for high-dimensional mean testing regard for the temporal dependent data. Comparison to existing methods, we establish the asymptotic normality of the test statistic without relying on restrictive…

Methodology · Statistics 2025-12-01 Yuchen Hu , Xiaoyi Wang , Long Feng

Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…

Machine Learning · Statistics 2025-06-09 Milind Nakul , Vidya Muthukumar , Ashwin Pananjady

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

Multiple importance sampling (MIS) methods use a set of proposal distributions from which samples are drawn. Each sample is then assigned an importance weight that can be obtained according to different strategies. This work is motivated by…

Computation · Statistics 2015-05-21 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

We propose a Hausman test for the correct specification of unobserved heterogeneity in both linear and nonlinear fixed-effects panel data models. The null hypothesis is that heterogeneity is either time-invariant or, symmetrically,…

Econometrics · Economics 2025-09-03 Claudia Pigini , Alessandro Pionati , Francesco Valentini

Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a…

Machine Learning · Statistics 2024-08-05 Imma Valentina Curato , Orkun Furat , Lorenzo Proietti , Bennet Stroeh

Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…

Methodology · Statistics 2010-10-08 Thomas Brendan Murphy , Nema Dean , Adrian E. Raftery

High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…

Methodology · Statistics 2012-02-10 Juergen Laeuter , Maciej Rosolowski , Ekkehard Glimm

Stability Selection was recently introduced by Meinshausen and Buhlmann (2010) as a very general technique designed to improve the performance of a variable selection algorithm. It is based on aggregating the results of applying a selection…

Statistics Theory · Mathematics 2016-04-27 Rajen D. Shah , Richard J. Samworth

A frequency counter measures the input frequency $\bar{\nu}$ averaged over a suitable time $\tau$, versus the reference clock. High resolution is achieved by interpolating the clock signal. Further increased resolution is obtained by…

Instrumentation and Detectors · Physics 2009-11-10 Enrico Rubiola

Model-Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) is a limited information, equation-by-equation, non-iterative estimator for latent variable models. Associated with this estimator are equation specific tests of model…

Methodology · Statistics 2024-04-17 Teague R. Henry , Zachary F. Fisher , Kenneth A. Bollen

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Methodology · Statistics 2021-04-19 Beste Hamiye Beyaztas , Soutir Bandyopadhyay , Abhijit Mandal

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

Methodology · Statistics 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…

Econometrics · Economics 2025-04-24 Luther Yap

We discuss the issue of estimating large-scale vector autoregressive (VAR) models with stochastic volatility in real-time situations where data are sampled at different frequencies. In the case of a large VAR with stochastic volatility, the…

Econometrics · Economics 2019-12-06 Sebastian Ankargren , Paulina Jonéus