Related papers: It's complicated: A Non-parametric Test of Prefere…
In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…
Stability selection (Meinshausen and Buhlmann, 2010) makes any feature selection method more stable by returning only those features that are consistently selected across many subsamples. We prove (in what is, to our knowledge, the first…
For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…
This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable…
Pairwise comparisons are a well-known method for the representation of the subjective preferences of a decision maker. Evaluating their inconsistency has been a widely studied and discussed topic and several indices have been proposed in…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
We study dynamic decentralized two-sided matching in which players may encounter unanticipated experiences. As they become aware of these experiences, they may change their preferences over players on the other side of the market.…
Two-sided matching markets describe a large class of problems wherein participants from one side of the market must be matched to those from the other side according to their preferences. In many real-world applications (e.g. content…
This article provides a characterization of stability for switched nonlinear systems under average dwell-time constraints, in terms of necessary and sufficient conditions involving multiple Lyapunov functions. Earlier converse results focus…
In this paper we consider stable matchings subject to assignment constraints. These are matchings that require certain assigned pairs to be included, insist that some other assigned pairs are not, and, importantly, are stable. Our main…
We study a variation of the Stable Marriage problem, where every man and every woman express their preferences as preference lists which may be incomplete and contain ties. This problem is called the Stable Marriage problem with Ties and…
The ability to uncover preferences from choices is fundamental for both positive economics and welfare analysis. Overwhelming evidence shows that choice is stochastic, which has given rise to random utility models as the dominant paradigm…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
Stable matchings have been studied extensively in social choice literature. The focus has been mostly on integral matchings, in which the nodes on the two sides are wholly matched. A fractional matching, which is a convex combination of…
This paper is concerned with learning decision makers' preferences using data on observed choices from a finite set of risky alternatives. We propose a discrete choice model with unobserved heterogeneity in consideration sets and in…
It is well known that a stable matching in a many-to-one matching market with couples need not exist. We introduce a new matching algorithm for such markets and show that for a general class of large random markets the algorithm will find a…
Recovering and distinguishing between the strict-preference, indifference and/or indecisiveness parts of a decision maker's preferences is a challenging task but also important for testing theory and conducting welfare analysis. This paper…
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…
Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…
Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…