相关论文: On Hodges and Lehmann's "$6/\pi$ result"

Chatterjee (2021) introduced a simple new rank correlation coefficient that has attracted much recent attention. The coefficient has the unusual appeal that it not only estimates a population quantity first proposed by Dette et al. (2013)…

We consider a stationary linear AR($p$) model with observations subject to gross errors (outliers). The autoregression parameters as well as the distribution function (d.f.) $G$ of innovations are unknown. The distribution of outliers $\Pi$…

This paper reviews and compares methods to assess treatment effect heterogeneity in the context of parametric regression models. These methods include the standard likelihood ratio tests, bootstrap likelihood ratio tests, and Goeman's…

Kemeny (1959) introduced a topologically complete metric space to study ordinal random variables, particularly in the context of Condorcet's paradox and the measurability of ties. Building on this, Emond & Mason (2002) reformulated Kemeny's…

In this paper we propose and study a class of simple, nonparametric, yet interpretable measures of association between two random variables $X$ and $Y$ taking values in general topological spaces. These nonparametric measures -- defined…

This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…

Diagnostics such as Moran's index and approximate profile likelihood-based estimators (APLE) for Gaussian spatial autoregressive models are widely used in exploratory data analysis to assess the strength of spatial dependence. Yet, although…

In this paper, we propose two new estimators of the multivariate rank correlation coefficient Spearman's footrule which are based on two general estimators for Average Orthant Dependence measures. We compare the new proposals with a…

Automated essay scoring (AES) is a vital area of research aiming to provide efficient and accurate assessment tools for evaluating written content. This study investigates the effectiveness of two popular similarity metrics, Jaccard…

Standard prime-number counting functions, such as $\psi(x)$, $\theta(x)$, and $\pi(x)$, have error terms with limiting logarithmic distributions once suitably normalized. The same is true of weighted versions of those sums, like $\pi_r(x) =…

This paper reexamines Abadie and Imbens (2016)'s work on propensity score matching for average treatment effect estimation. We explore the asymptotic behavior of these estimators when the number of nearest neighbors, $M$, grows with the…

Self-report measures (e.g., Likert scales) are widely used to evaluate subjective health perceptions. Recently, the visual analog scale (VAS), a slider-based scale, has become popular owing to its ability to precisely and easily assess how…

We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate $(n/\log n)^{-p/(2p+d)}$ of Stone (1982), where $d$ is the number of regressors and $p$…

We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\bf H})= \exp[-{\rm Tr}V({\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma…

In this paper we derive the asymptotic properties of the least squares estimator (LSE) of autoregressive moving-average (ARMA) models with regime changes under the assumption that the errors are uncorrelated but not necessarily independent.…

The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This paper develops on another but lesser-known shortcoming called the…

Moran's I statistic, a popular measure of spatial autocorrelation, is revisited. The exact range of Moran's I is given as a function of spatial weights matrix. We demonstrate that some spatial weights matrices lead the absolute value of…

We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are…

Explanations of the internal validity of regression discontinuity designs (RDD) generally appeal to the idea that RDDs are ``as good as" random near the treatment cut point. Cattaneo, Frandsen, and Titiunik (2015) are the first to take this…

We study pairs of reals that are mutually Martin-L\"{o}f random with respect to a common, not necessarily computable probability measure. We show that a generalized version of van Lambalgen's Theorem holds for non-computable probability…