Image de couverture de livre

Testing For Global Covariate Effects in Dynamic Interaction Event Networks

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Kreiss, Alexander, Mammen, Enno, Polonik, Wolfgang
Format:	Preprint
Publié:	2021
Sujets:	Methodology Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Common Drivers in Sparsely Interacting Hawkes Processes
par: Kreiss, Alexander, et autres
Publié: (2025)

Testing Separability of High-Dimensional Covariance Matrices
par: Sung, Bongjung, et autres
Publié: (2025)

Multivariate and Multiple Contrast Testing in General Covariate-adjusted Factorial Designs
par: Baumeister, Marléne, et autres
Publié: (2025)

Hypothesis Testing for Penalized Estimating Equations with Cross-Fitted Covariance Calibration
par: Zhou, Jing, et autres
Publié: (2026)

Compositional Covariate Importance Testing via Partial Conjunction of Bivariate Hypotheses
par: Bhaduri, Ritwik, et autres
Publié: (2024)

High-Dimensional Covariate-Dependent Discrete Graphical Models and Dynamic Ising Models
par: Roach, Lyndsay, et autres
Publié: (2025)

Improve the Precision of Area Under the Curve Estimation for Recurrent Events Through Covariate Adjustment
par: Sun, Jiren, et autres
Publié: (2024)

Dynamic Factor Analysis of High-dimensional Recurrent Events
par: Chen, Fangyi, et autres
Publié: (2024)

Optimal Treatment Rules under Missing Predictive Covariates: A Covariate-Balancing Doubly Robust Approach
par: Zhang, Yue, et autres
Publié: (2025)

Covariance Regression with High-Dimensional Predictors
par: He, Yuheng, et autres
Publié: (2024)

Direct Bayesian Regression for Distribution-valued Covariates
par: Tang, Bohao, et autres
Publié: (2023)

Causal Inference with High-dimensional Discrete Covariates
par: Zeng, Zhenghao, et autres
Publié: (2024)

Testing Random Effects for Binomial Data
par: Kania, Lucas, et autres
Publié: (2025)

Causal Small Area Estimation with Survey-only Covariates
par: Ito, Tsubasa, et autres
Publié: (2026)

High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
par: Casa, Alessandro, et autres
Publié: (2024)

A Framework for Covariate-Adjusted Bivariate Causal Discovery
par: Purkayastha, Soumik, et autres
Publié: (2025)

Asymmetric Space-Time Covariance Functions via Hierarchical Mixtures
par: Ma, Pulong
Publié: (2025)

On the Estimation of Anisotropic Covariance Functions on Compact Two-Point Homogeneous Spaces
par: Caponera, Alessia
Publié: (2025)

A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models
par: Beisson, Rémi, et autres
Publié: (2024)

Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
par: Zhai, Percy S., et autres
Publié: (2026)

General Covariance-Based Conditions for Central Limit Theorems with Dependent Triangular Arrays
par: Chandrasekhar, Arun G., et autres
Publié: (2023)

High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
par: Bauer, Jan O.
Publié: (2022)

Testing High-Dimensional Mediation Effect with Arbitrary Exposure-Mediator Coefficients
par: Lin, Yinan, et autres
Publié: (2023)

Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
par: Cho, Haeran, et autres
Publié: (2025)

Linear Regression Using Principal Components from General Hilbert-Space-Valued Covariates
par: Li, Xinyi, et autres
Publié: (2025)

Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
par: Cao, Cheng, et autres
Publié: (2023)

Adjusting for Incomplete Baseline Covariates in Randomized Controlled Trials: A Cross-World Imputation Framework
par: Song, Yilin, et autres
Publié: (2023)

Adaptive Long-Run Variance Thresholding for Sparse Covariance Estimation in High-Dimensional Time Series
par: Zhang, Wenhao, et autres
Publié: (2026)

Asymptotic expansions for spectral convergence of compact self-adjoint operators on general spectral subsets, with application to kernel Gram matrices
par: Bae, Eunseong, et autres
Publié: (2026)

Large-scale Multiple Testing of Cross-covariance Functions with Applications to Functional Network Models
par: Fang, Qin, et autres
Publié: (2024)

Dynamic Treatment Effects under Functional Longitudinal Studies
par: Ying, Andrew
Publié: (2024)

A New Regression Model for Analyzing Non-Stationary Extremes in Response and Covariate Variables with an Application in Meteorology
par: Bernoussi, Amina El, et autres
Publié: (2025)

Marginal Inference for Hierarchical Generalized Linear Mixed Models with Patterned Covariance Matrices Using the Laplace Approximation
par: Hoef, Jay M. Ver, et autres
Publié: (2023)

Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance
par: Zhang, Yilin, et autres
Publié: (2024)

Valid Bayesian Inference based on Variance Weighted Projection for High-Dimensional Logistic Regression with Binary Covariates
par: Ojha, Abhishek, et autres
Publié: (2024)

Change Point Detection in Pairwise Comparison Data with Covariates
par: Han, Yi, et autres
Publié: (2024)

Studentising Kendall's Tau: U-Statistic Estimators and Bias Correction for a Generalised Rank Variance-Covariance framework
par: Hurley, Landon
Publié: (2023)

A Debiased Estimator for the Mediation Functional in Ultra-High-Dimensional Setting in the Presence of Interaction Effects
par: Bo, Shi, et autres
Publié: (2024)

Detecting Where Effects Occur by Testing Hypotheses in Order
par: Bowers, Jake, et autres
Publié: (2026)

Testing Partially-Identifiable Causal Queries Using Ternary Tests
par: Bhadane, Sourbh, et autres
Publié: (2026)