Related papers: Some Finite-Sample Results on the Hausman Test
We study countable embedding-universal and homomorphism-universal structures and unify results related to both of these notions. We show that many universal and ultrahomogeneous structures allow a concise description (called here a finite…
We propose a new control function (CF) method to estimate a binary response model in a triangular system with multiple unobserved heterogeneities The CFs are the expected values of the heterogeneity terms in the reduced form equations…
This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…
We propose a homogeneity test closely related to the concept of linear separability between two samples. Using the test one can answer the question whether a linear classifier is merely ``random'' or effectively captures differences between…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
As big data continues to grow, statistical inference for multivariate functional data (MFD) has become crucial. Although recent advancements have been made in testing the equality of mean functions, research on testing linear hypotheses for…
In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects…
This article gives a synopsis on new developments in affine invariant tests for multivariate normality in an i.i.d.-setting, with special emphasis on asymptotic properties of several classes of weighted $L^2$-statistics. Since weighted…
We propose new affine invariant tests for multivariate normality, based on independence characterizations of the sample moments of the normal distribution. The test statistics are obtained using canonical correlations between sets of sample…
This paper shows that testability of reverse causality is possible even in the absence of exogenous variation, such as in the form of instrumental variables. Instead of relying on exogenous variation, we achieve testability by imposing…
There is growing interest in a hybrid control design in which a randomized controlled trial is augmented with an external control arm from a previous trial or real world data. Existing methods for analyzing hybrid control studies include…
This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…
We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…
We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…
High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…
A new test of independence between random elements is presented in this article. The test is based on a functional of the Cram\'{e}r-von Mises type, which is applied to a $U$-process that is defined from the recurrence rates. Theorems of…
Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…
Verification theorems are key results to successfully employ the dynamic programming approach to optimal control problems. In this paper we introduce a new method to prove verification theorems for infinite dimensional stochastic optimal…
Extending to dimension 2 and higher the dual univariate concepts of ranks and quantiles has remained an open problem for more than half a century. Based on measure transportation results, a solution has been proposed recently under the name…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…