Related papers: Equivalence of regression curves sharing common pa…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…
Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…
In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…
Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…
This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…
In comparative research on time-to-event data for two groups, when two survival curves cross each other, it may be difficult to use the log-rank test and hazard ratio (HR) to properly assess the treatment benefit. Our aim was to identify a…
This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating…
In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…
Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…
Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…
In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…
Seemingly unrelated regression models generalize linear regression models by considering multiple regression equations that are linked by contemporaneously correlated disturbances. Robust inference for seemingly unrelated regression models…
We propose a novel bootstrap test of a dense model, namely factor regression, against a sparse plus dense alternative augmenting model with sparse idiosyncratic components. The asymptotic properties of the test are established under time…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…
We consider the optimal design problem for a comparison of two regression curves, which is used to establish the similarity between the dose response relationships of two groups. An optimal pair of designs minimizes the width of the…
Recently, Tibshirani et al. (2016) proposed a method for making inferences about parameters defined by model selection, in a typical regression setting with normally distributed errors. Here, we study the large sample properties of this…