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Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…

Statistics Theory · Mathematics 2024-08-02 Xu Liu , Jian Huang , Yong Zhou , Feipeng Zhang , Panpan Ren

Mediation analysis extending beyond single mediators has gained significant attention in recent years. However, related methods often assume the absence of unmeasured mediator-outcome confounding. To address this, we develop a mediation…

Methodology · Statistics 2026-03-31 Kang Shuai , Lan Liu , Yangbo He , Wei Li

Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…

Statistics Theory · Mathematics 2016-08-07 Barbora Peštová , Michal Pešta

Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…

Methodology · Statistics 2023-04-28 Trambak Banerjee , Bhaswar B. Bhattacharya , Gourab Mukherjee

Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or re-scaling…

Methodology · Statistics 2025-09-04 Bowen Gang , Trambak Banerjee

Mediation analysis is an increasingly popular statistical method for explaining causal pathways to inform intervention. While methods have increased, there is still a dearth of robust mediation methods for count outcomes with excess zeroes.…

Standard methods, such as sequential procedures based on Johansen's (pseudo-)likelihood ratio (PLR) test, for determining the co-integration rank of a vector autoregressive (VAR) system of variables integrated of order one can be…

Econometrics · Economics 2022-02-08 H. Peter Boswijk , Giuseppe Cavaliere , Luca De Angelis , A. M. Robert Taylor

In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…

Econometrics · Economics 2018-12-27 Luisa Corrado , Melvyn Weeks , Thanasis Stengos , M. Ege Yazgan

In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…

Statistics Theory · Mathematics 2026-05-29 Prasenjit Ghosh , Arijit Chakrabarti

Network meta-analysis (NMA) is widely used to compare multiple interventions simultaneously by synthesizing direct and indirect evidence. The general fixed or random effects contrast-based NMA model can be applied to different outcomes and…

Methodology · Statistics 2026-03-03 Harlan Campbell , Jeroen P. Jansen

We present a general approach to constructing permutation tests that are both exact for the null hypothesis of equality of distributions and asymptotically correct for testing equality of parameters of distributions while allowing the…

Statistics Theory · Mathematics 2021-07-12 Colin B. Fogarty

Mediation analysis allows one to use observational data to estimate the importance of each potential mediating pathway involved in the causal effect of an exposure on an outcome. However, current approaches to mediation analysis with…

Testing intersections of null-hypotheses is an integral part of closed testing procedures for assessing multiple null-hypotheses under family-wise type 1 error control. Popular intersection tests such as the minimum p-value test are based…

Methodology · Statistics 2025-11-11 Christian Bressen Pipper , Andreas Nordland , Klaus Kähler Holst

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

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…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…

Econometrics · Economics 2024-11-08 Christoph Breunig , Xiaohong Chen

We propose sieve wild bootstrap analogues to the adaptive Lasso solution path unit root tests of Arnold and Reinschl\"ussel (2024) arXiv:2404.06205 to improve finite sample properties and extend their applicability to a generalised…

Methodology · Statistics 2024-09-13 Martin C. Arnold , Thilo Reinschlüssel

Disparities in health or well-being experienced by minority groups can be difficult to study using the traditional exposure-outcome paradigm in causal inference, since potential outcomes in variables such as race or sexual minority status…

Methodology · Statistics 2025-01-22 Andy A. Shen , Elina Visoki , Ran Barzilay , Samuel D. Pimentel

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

Given independent samples from two univariate distributions, the one-sided Wilcoxon-Mann-Whitney statistic may be used to conduct a rank-based test of first-order stochastic dominance. We broaden the scope of applicability of such tests by…

Econometrics · Economics 2026-03-03 Brendan K. Beare , Jackson D. Clarke