Related papers: On John's test for sphericity in large panel data …
Spatial interaction patterns such as segregation and association can be tested using nearest neighbor contingency tables (NNCTs). We introduce new cell-specific (or pairwise) and overall segregation tests and determine their asymptotic…
In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…
Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…
We develop some graph-based tests for spherical symmetry of a multivariate distribution using a method based on data augmentation. These tests are constructed using a new notion of signs and ranks that are computed along a path obtained by…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
The assumption of normality has underlain much of the development of statistics, including spatial statistics, and many tests have been proposed. In this work, we focus on the multivariate setting and first review the recent advances in…
We adapt Higher Criticism (HC) to the comparison of two frequency tables which may -- or may not -- exhibit moderate differences between the tables in some unknown, relatively small subset out of a large number of categories. Our analysis…
This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear model with common and heterogeneous coefficients as well as cross-sectional heteroskedasticity. The panel considered in…
Motivated by the home-field advantage in sports, we propose a generalized Bradley--Terry model that incorporates covariate information for paired comparisons. It has an $n$-dimensional merit parameter $\bs{\beta}$ and a fixed-dimensional…
Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…
There is a wide availability of methods for testing normality under the assumption of independent and identically distributed data. When data are dependent in space and/or time, however, assessing and testing the marginal behavior is…
We consider random graphs with a given degree sequence and show, under weak technical conditions, asymptotic normality of the number of components isomorphic to a given tree, first for the random multigraph given by the configuration model…
Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…
In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…
Distribution testing can be described as follows: $q$ samples are being drawn from some unknown distribution $P$ over a known domain $[n]$. After the sampling process, a decision must be made about whether $P$ holds some property, or is far…
In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…
This paper provides asymptotically valid tests for the null hypothesis of no treatment effect heterogeneity. Importantly, I consider the presence of heterogeneity that is not explained by observed characteristics, or so-called idiosyncratic…