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Experimental designs intended to match arbitrary target distributions are typically constructed via a variable transformation of a uniform experimental design. The inverse distribution function is one such transformation. The discrepancy is…
A dominant cost for query evaluation in modern massively distributed systems is the number of communication rounds. For this reason, there is a growing interest in single-round multiway join algorithms where data is first reshuffled over…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…
Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
In the present paper are analysed the conditions for the validity of the Tsallis Statistics. The same have been done following the analogy with the traditional case: starting from the microcanonical description of the systems and analysing…
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…
The Platonic Representation Hypothesis claims that recent foundation models are converging to a shared representation space as a function of their downstream task performance, irrespective of the objectives and data modalities used to train…
Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…
Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…
This paper develops a unified identification framework for counterfactual analysis in incomplete models characterized by support and moment restrictions. I demonstrate that identifying structural parameters and conducting counterfactual…
This paper studies a regression model with functional dependent and explanatory variables, both of which exhibit nonstationary dynamics. The model assumes that the nonstationary stochastic trends of the dependent variable are explained by…
We introduce a notion of real-valued reward testing for probabilistic processes by extending the traditional nonnegative-reward testing with negative rewards. In this richer testing framework, the may and must preorders turn out to be…
We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios,…
This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…
Testing for causation, defined as the preceding impact of the past values of one variable on the current value of another one when all other pertinent information is accounted for, is increasingly utilized in empirical research of the…
This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification…
Contextual situations are those in which seemingly "the same" random variable changes its identity depending on the conditions under which it is recorded. Such a change of identity is observed whenever the assumption that the variable is…
Convergence results for averages of independent replications of counting processes are established in a $p$-variation setting and under certain assumptions. Such convergence results can be combined with functional differentiability results…