相关论文: Why Empirical p-Values Are Not Uniform: Reference …

Split-plot or repeated measures designs are frequently used for planning experiments in the life or social sciences. Typical examples include the comparison of different treatments over time, where both factors may possess an additional…

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

The problem of combining p-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many well-known rules that can combine a set of arbitrarily…

Conditional independence tests (CIT) are widely used for causal discovery and feature selection. Even with false discovery rate (FDR) control procedures, they often fail to provide frequentist guarantees in practice. We highlight two common…

Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

The limitation of permutation tests is that they assume exchangeability. It is shown that in generalized linear models one can construct permutation tests from score statistics in particular cases. When under the null hypothesis the…

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Prediction, where observed data is used to quantify uncertainty about a future observation, is a fundamental problem in statistics. Prediction sets with coverage probability guarantees are a common solution, but these do not provide…

Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions. Existing CI tests often rely on restrictive structural…

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

The role played by the composite analogue of the log likelihood ratio in hypothesis testing and in setting confidence regions is not as prominent as it is in the canonical likelihood setting, since its asymptotic distribution depends on the…

The internal validity of observational study is often subject to debate. In this study, we define the unobserved sample based on the counterfactuals and formalize its relationship with the null hypothesis statistical testing (NHST) for…

The assessment of regression models with discrete outcomes is challenging and has many fundamental issues. With discrete outcomes, standard regression model assessment tools such as Pearson and deviance residuals do not follow the…

Symbolic Data Analysis works with variables for which each unit or class of units takes a finite set of values/categories, an interval or a distribution (an histogram, for instance). When to each observation corresponds an empirical…

Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…

In this paper, we study distributional reinforcement learning from the perspective of statistical efficiency. We investigate distributional policy evaluation, aiming to estimate the complete return distribution (denoted $\eta^\pi$) attained…