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We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

Ensuring robust model performance in diverse real-world scenarios requires addressing generalizability across domains with covariate shifts. However, no formal procedure exists for statistically evaluating generalizability in machine…

Machine Learning · Computer Science 2025-06-13 Daniel de Vassimon Manela , Linying Yang , Robin J. Evans

We describe a design-based framework for drawing causal inference in general randomized experiments. Causal effects are defined as linear functionals evaluated at unit-level potential outcome functions. Assumptions about the potential…

Methodology · Statistics 2025-08-15 Christopher Harshaw , Fredrik Sävje , Yitan Wang

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…

Econometrics · Economics 2023-04-18 Pedro H. C. Sant'Anna , Xiaojun Song

This article develops a framework for testing general hypothesis in high-dimensional models where the number of variables may far exceed the number of observations. Existing literature has considered less than a handful of hypotheses, such…

Methodology · Statistics 2017-08-16 Yinchu Zhu , Jelena Bradic

A vast amount of expert and domain knowledge is captured by causal structural priors, yet there has been little research on testing such priors for generalization and data synthesis purposes. We propose a novel model architecture, Causal…

Machine Learning · Computer Science 2022-11-08 Jeffrey Jiang , Omead Pooladzandi , Sunay Bhat , Gregory Pottie

We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…

We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider…

Machine Learning · Statistics 2015-01-22 Yang Ning , Han Liu

Regression analysis of correlated data, where multiple correlated responses are recorded on the same unit, is ubiquitous in many scientific areas. With the advent of new technologies, in particular high-throughput omics profiling assays,…

Methodology · Statistics 2024-09-04 Lu Xia , Ali Shojaie

We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…

Statistics Theory · Mathematics 2016-03-01 Mamadou Lamine Diop , William Kengne

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo

This paper studies the problem of nonparametric testing for the effect of a random functional covariate on a real-valued error term. The covariate takes values in $L^2[0,1]$, the Hilbert space of the square-integrable real-valued functions…

Statistics Theory · Mathematics 2012-05-28 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

We congratulate the authors on their exciting paper, which introduces a novel idea for assessing the estimation bias in causal estimates. Doubly robust estimators are now part of the standard set of tools in causal inference, but a typical…

Methodology · Statistics 2020-06-18 Edward H. Kennedy , Sivaraman Balakrishnan , Larry A. Wasserman

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

Methodology · Statistics 2025-08-29 Muye Liu , Jun Xie

In conditional copula models, the copula parameter is deterministically linked to a covariate via the calibration function. The latter is of central interest for inference and is usually estimated nonparametrically. However, when a…

Methodology · Statistics 2014-03-19 Elif F. Acar , Radu V. Craiu , Fang Yao

Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…

Methodology · Statistics 2024-02-14 David Strieder , Mathias Drton

As medical devices become more complex, they routinely collect extensive and complicated data. While classical regressions typically examine the relationship between an outcome and a vector of predictors, it becomes imperative to identify…

Methodology · Statistics 2024-05-16 Huaqing Jin , Fei Jiang

Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a…

Methodology · Statistics 2024-01-17 Salil Koner , Sheng Luo

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

In this paper we propose a general methodology, based on multiple testing, for testing that the mean of a Gaussian vector in R^n belongs to a convex set. We show that the test achieves its nominal level, and characterize a class of vectors…

Statistics Theory · Mathematics 2007-06-13 Yannick Baraud , Sylvie Huet , Beatrice Laurent
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