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Cluster-randomized experiments are widely used due to their logistical convenience and policy relevance. To analyze them properly, we must address the fact that the treatment is assigned at the cluster level instead of the individual level.…

Methodology · Statistics 2021-08-06 Fangzhou Su , Peng Ding

We generalize the classical lifting and recombination scheme for rational and absolute factorization of bivariate polynomials to the case of a critical fiber. We explore different strategies for recombinations of the analytic factors,…

Algebraic Geometry · Mathematics 2015-01-14 Martin Weimann

Randomized experiments have been the gold standard for drawing causal inference. The conventional model-based approach has been one of the most popular ways for analyzing treatment effects from randomized experiments, which is often carried…

Methodology · Statistics 2024-11-19 Tianyi Qu , Jiangchuan Du , Xinran Li

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…

Statistics Theory · Mathematics 2012-11-08 Dietmar Bauer

This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptotic distributions for the top eigenvalues of bootstrapped…

Statistics Theory · Mathematics 2023-11-21 Long Yu , Peng Zhao , Wang Zhou

The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…

Methodology · Statistics 2020-11-09 Jason Wu , Peng Ding

A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…

Methodology · Statistics 2020-01-22 Shih-Kang Chao , Wolfgang Karl Härdle , Ming Yuan

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…

Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…

Methodology · Statistics 2025-08-05 Xinpei Wang , Tao Huang , Jinzhu Jia

In group sequential designs, where several data looks are conducted for early stopping, we generally assume the vector of test statistics from the sequential analyses follows (at least approximately or asymptotially) a multivariate normal…

Statistics Theory · Mathematics 2024-04-22 Long-Hao Xu , Tobias Mütze , Frank Konietschke , Tim Friede

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…

Methodology · Statistics 2019-12-10 Tim Coleman , Wei Peng , Lucas Mentch

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…

Methodology · Statistics 2026-01-26 Lorenzo Mauri , Niccolò Anceschi , David B. Dunson

The ability to generalize experimental results from randomized control trials (RCTs) across locations is crucial for informing policy decisions in targeted regions. Such generalization is often hindered by the lack of identifiability due to…

Econometrics · Economics 2021-12-10 Xinkun Nie , Guido Imbens , Stefan Wager

Complete randomization allows for consistent estimation of the average treatment effect based on the difference in means of the outcomes without strong modeling assumptions on the outcome-generating process. Appropriate use of the…

Methodology · Statistics 2021-08-03 Anqi Zhao , Peng Ding

This paper develops a finite population framework for analyzing causal effects in settings with imperfect compliance where multiple treatments affect the outcome of interest. Two prominent examples are factorial designs and panel…

Methodology · Statistics 2026-01-26 Pedro Picchetti

In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…

Probability · Mathematics 2025-10-24 Dimitrios G. Konstantinides , Jiajun Liu , Charalampos D. Passalidis

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Methodology · Statistics 2026-01-12 Jing Ouyang , Chengyu Cui , Kean Ming Tan , Gongjun Xu

We investigate depoissonization, the problem of recovering asymptotics of sequence coefficients from their exponential generating function. Classical approaches rely on complex-analytic growth conditions, but here we develop real-variable…

Combinatorics · Mathematics 2025-11-19 Vytas Zacharovas
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