相关论文: $U$-tests for variance components in one-way rando…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…
Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…
Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…
Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…
Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…
We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…
Randomized experiments have become a standard tool in economics. In analyzing randomized experiments, the traditional approach has been based on the Stable Unit Treatment Value (SUTVA: \cite{rubin}) assumption which dictates that there is…
We propose a general framework of sequential testing procedures based on $U$-statistics which contains as an example a sequential CUSUM test based on differences in mean but also includes a robust sequential Wilcoxon change point procedure.…
Simultaneous tests of superiority and non-inferiority hypotheses on multiple endpoints are often performed in clinical trials to demonstrate that a new treatment is superior over a control on at least one endpoint and non-inferior on the…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
We consider the problem of independence testing for two univariate random variables in a sequential setting. By leveraging recent developments on safe, anytime-valid inference, we propose a test with time-uniform type I error control and…
Randomization tests and flexible treatment-effect models offer complementary strengths for analyzing data from randomized panel experiments: the former provide valid inference under the known assignment mechanism, while the latter can…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
We consider the problem of the construction of the Goodness-of-Fit test in the case of continuous time observations of a diffusion process with small noise. The null hypothesis is parametric and we use a minimum distance estimator of the…
Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…
This study proposes a method to identify treatment effects without exclusion restrictions in randomized experiments with noncompliance. Exploiting a baseline survey commonly available in randomized experiments, I decompose the…
This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…
The use of U-statistics in the change-point context has received considerable attention in the literature. We compare two approaches of constructing CUSUM-type change-point tests, which we call the first-vs-full and first-vs-last approach.…
We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…