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A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…
We generalize Levene's test for variance (scale) heterogeneity between $k$ groups for more complex data, which includes sample correlation and group membership uncertainty. Following a two-stage regression framework, we show that least…
This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances, and autocorrelations for each unit, and then estimate the…
The problem tackled in this paper is the determination of sample size for a given level and power in the context of a simple linear regression model. At a technical level, the simple linear regression model is a five-parameter model. It is…
Identifying communities in networks is a fundamental and challenging problem of practical importance in many fields of science. Current methods either ignore the heterogeneous distribution of nodal degrees or assume prior knowledge of the…
We propose a change-point detection method for large scale multiple testing problems with data having clustered signals. Unlike the classic change-point setup, the signals can vary in size within a cluster. The clustering structure on the…
Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…
Heteroscedasticity testing is of importance in regression analysis. Existing local smoothing tests suffer severely from curse of dimensionality even when the number of covariates is moderate because of use of nonparametric estimation. In…
This paper studies the testability of identifying restrictions commonly employed to assign a causal interpretation to two stage least squares (TSLS) estimators based on Bartik instruments. For homogeneous effects models applied to short…
This review discusses methods of testing for a panel unit root. Modern approaches to testing in cross-sectionally correlated panels are discussed, preceding the analysis with an analysis of independent panels. In addition, methods for…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…
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…
Survey researchers face the problem of sensitivity bias: since people are reluctant to reveal socially undesirable or otherwise risky traits, aggregate estimates of these traits will be biased. List experiments offer a solution by…
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model time-series showing trend-like behavior, such as river run-off…
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…
We describe recent work that extends some of the measure and topological rigidity results in dynamical systems from situations homogeneous under a Lie group to quite general manifolds.
We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…
The standard model of cosmology is based on the existence of homogeneous surfaces as the background arena for structure formation. Homogeneity underpins both general relativistic and modified gravity models and is central to the way in…
High precision spectroscopy can provide a sensitive tool to test Coulomb's law on atomic length scales. This can then be used to constrain particles such as extra "hidden" photons or minicharged particles that are predicted in many…
We conjecture that the set of homogeneous probability measures on the maximal Satake compactification of an arithmetic locally symmetric space $S=\Gamma\backslash G/K$ is compact. More precisely, given a sequence of homogeneous probability…