Related papers: Quasi-randomization tests for network interference
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
The stable unit treatment value assumption states that the outcome of an individual is not affected by the treatment statuses of others, however in many real world applications, treatments can have an effect on many others beyond the…
In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…
Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead…
We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…
Suppose a researcher observes individuals within a county within a state. Given concerns about correlation across individuals, it is common to group observations into clusters and conduct inference treating observations across clusters as…
This paper proposes novel tests for the absence of jumps in a univariate semimartingale and for the absence of common jumps in a bivariate semimartingale. Our methods rely on ratio statistics of power variations based on irregular…
A/B testing is the foundation of decision-making in online platforms, yet social products often suffer from network interference: user interactions cause treatment effects to spill over into the control group. Such spillovers bias causal…
The reliability of controlled experiments, commonly referred to as "A/B tests," is often compromised by network interference, where the outcomes of individual units are influenced by interactions with others. Significant challenges in this…
In clinical and epidemiological research doubly truncated data often appear. This is the case, for instance, when the data registry is formed by interval sampling. Double truncation generally induces a sampling bias on the target variable,…
We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…
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…
We present a novel methodology for modeling and forecasting multivariate realized volatilities using customized graph neural networks to incorporate spillover effects across stocks. The proposed model offers the benefits of incorporating…
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
Randomized experiments are a powerful methodology for data-driven evaluation of decisions or interventions. Yet, their validity may be undermined by network interference. This occurs when the treatment of one unit impacts not only its…
This paper develops and implements a nonparametric test of Random Utility Models. The motivating application is to test the null hypothesis that a sample of cross-sectional demand distributions was generated by a population of rational…
In this paper, an information theoretic analysis on non-adaptive group testing schemes based on sparse pooling graphs is presented. The binary status of the objects to be tested are modeled by i.i.d. Bernoulli random variables with…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
In this work, we introduce statistical testing under distributional shifts. We are interested in the hypothesis $P^* \in H_0$ for a target distribution $P^*$, but observe data from a different distribution $Q^*$. We assume that $P^*$ is…