相关论文: $U$-tests for variance components in one-way rando…

Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…

A CUSUM type test for constant correlation that goes beyond a previously suggested correlation constancy test by considering Spearman's rho in arbitrary dimensions is proposed. Since the new test does not require the existence of any…

In a recent paper (Efron (2004)), Efron pointed out that an important issue in large-scale multiple hypothesis testing is that the null distribution may be unknown and need to be estimated. Consider a Gaussian mixture model, where the null…

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…

Randomization tests are a popular method for testing causal effects in clinical trials with finite-sample validity. In the presence of heterogeneous treatment effects, it is often of interest to select a subgroup that benefits from the…

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

A common practice in IV studies is to check for instrument strength, i.e. its association to the treatment, with an F-test from regression. If the F-statistic is above some threshold, usually 10, the instrument is deemed to satisfy one of…

We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…

In this work we address the problem of detecting whether a sampled probability distribution of a random variable $V$ has infinite first moment. This issue is notably important when the sample results from complex numerical simulation…

What proportion of treated units actually benefited from an experimental intervention? What is the median or the largest individual treatment effect? This paper develops methods for answering such questions about the distribution of…

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Randomized experiments in which the treatment of a unit can affect the outcomes of other units are becoming increasingly common in healthcare, economics, and in the social and information sciences. From a causal inference perspective, the…

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 show that confidence intervals in a variance component model, with asymptotically correct uniform coverage probability, can be obtained by inverting certain test-statistics based on the score for the restricted likelihood. The results…

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…

This work is motivated by a biological experiment with a split-plot design, for the purpose of comparison of the changing patterns in seed weight from two treatment groups as subgroups in each of the two groups subject to increasing levels…

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…