Related papers: Simultaneous inference of correlated marginal test…

This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint research on correlated data has accelerated recently.…

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…

To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Researchers are often interested in the existence and extent of interference between units when conducting causal inference or designing policy. However, testing for interference presents significant econometric challenges, particularly due…

It is common practice in statistical data analysis to perform data-driven variable selection and derive statistical inference from the resulting model. Such inference enjoys none of the guarantees that classical statistical theory provides…

Epidemiologic studies and clinical trials with a survival outcome are often challenged by immortal time (IMT), a period of follow-up during which the survival outcome cannot occur because of the observed later treatment initiation. It has…

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…

Probability intervals are an attractive tool for reasoning under uncertainty. Unlike belief functions, though, they lack a natural probability transformation to be used for decision making in a utility theory framework. In this paper we…

An experimental unit is an opportunity to randomly apply or withhold a treatment. There is interference between units if the application of the treatment to one unit may also affect other units. In cognitive neuroscience, a common form of…

We propose a simple and intuitive test for arguably the most prevailing hypothesis in statistics that data are independent and identically distributed (IID), based on a newly introduced off-diagonal sequential U-process. This IID test is…

The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications…

We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…

This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main point is that such models involve inference on a low…

In this paper we proposed the alternative test to the two independent and normally distributed samples t test based on the cross variance concept. We present the simulation results of the power and the error rate of the special case of the…

We propose a class of tests for linear regression on concomitants (induced order statistics). These tests are based on sequential sums of regression residuals. We self-center and self-normalize these sums. The resulting process is called an…

A fundamental tool to prove inner bounds in classical network information theory is the so-called conditional joint typicality lemma. In addition to the lemma, one often uses unions and intersections of typical sets in the inner bound…

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…

Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…

We consider the problem of testing positively dependent multiple hypotheses assuming that a prior information about the dependence structure is available. We propose two-step multiple comparisons procedures that exploit the prior…