相关论文: Nonparametric Testability of Slutsky Symmetry

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

This paper establishes the existence of equilibrium in an economy with production and a continuum of consumers, each of whose incomplete and price-dependent preferences are defined on commodities they may consider deleterious, bads which…

Ordered response scales are ubiquitous in economics, but their interpretation rests on an untested assumption: that numerical labels reflect equal psychological intervals. The contribution of this paper is to provide a systematic assessment…

In quantum theory, it is known for a pair of noncommutative observables that there is no state on which they take simultaneously definite values, and that there is no joint measurement of them. They are called preparation uncertainty and…

This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…

Thermodynamic uncertainty relations reveal a fundamental trade-off between the precision of a trajectory observable and entropy production, where the uncertainty of the observable is quantified by its variance. In information theory,…

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

We extend classical work by Janusz Czelakowski on the closure properties of the class of matrix models of entailment relations - nowadays more commonly called multiple-conclusion logics - to the setting of non-deterministic matrices…

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Standardness is a popular assumption in the literature on set estimation. It also appears in statistical approaches to topological data analysis, where it is common to assume that the data were sampled from a probability measure that…

We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

In the classical two-sample problem, the conventional approach for testing distributions equality is based on the difference between the two marginal empirical distribution functions, whereas a test for independence is based on the contrast…

The existence of incompatible measurements is often believed to be a feature of quantum theory which signals its inconsistency with any classical worldview. To prove the failure of classicality in the sense of Kochen-Specker…

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Symmetries are key properties of physical models and of experimental designs, but any proposed symmetry may or may not be realized in nature. In this paper, we introduce a practical and general method to test such suspected symmetries in…

This paper studies the validity of nonparametric tests used in the regression discontinuity design. The null hypothesis of interest is that the average treatment effect at the threshold in the so-called sharp design equals a pre-specified…

We investigate the possibility of statistical evaluation of the market completeness for discrete time stock market models. It is known that the market completeness is not a robust property: small random deviations of the coefficients…

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…