Related papers: Conditional Randomization Tests for Behavioral and…
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…
In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…
In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…
Tests of goodness of fit are used in nearly every domain where statistics is applied. One powerful and flexible approach is to sample artificial data sets that are exchangeable with the real data under the null hypothesis (but not under the…
Recent crowdsourcing experiments have shown that true contextuality of the kind found in quantum mechanics can also be present in human behavior. In these experiments simple human choices were aggregated over large numbers of respondents,…
Contextuality and entanglement are valuable resources for quantum computing and quantum information. Bell inequalities are used to certify entanglement; thus, it is important to understand why and how they are violated. Quantum mechanics…
The model-X conditional randomization test is a generic framework for conditional independence testing, unlocking new possibilities to discover features that are conditionally associated with a response of interest while controlling type-I…
This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be applied both in the case of two independent samples and for…
In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…
For ordinal outcomes, we construct sequences of alternative hypotheses in increasing departures from the sharp null hypothesis of zero treatment effect on each experimental unit, to help assess the powers of randomization tests in…
Randomization tests rely on simple data transformations and possess an appealing robustness property. In addition to being finite-sample valid if the data distribution is invariant under the transformation, these tests can be asymptotically…
In an observational study, it is common to leverage known null effect to detect bias. One such strategy is to set aside a placebo sample -- a subset of data immune from the hypothesized cause-and-effect relationship. Existence of an effect…
This paper develops a model-free sequential test for conditional independence. The proposed test allows researchers to analyze an incoming i.i.d. data stream with any arbitrary dependency structure, and safely conclude whether a feature is…
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…
When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…
Several application domains require formal but flexible approaches to the comparison problem. Different process models that cannot be related by behavioral equivalences should be compared via a quantitative notion of similarity, which is…
This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…
We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…