Imagen de Portada

Multiple conditional randomization tests for lagged and spillover treatment effects

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Zhang, Yao, Zhao, Qingyuan
Formato:	Preprint
Publicado:	2021
Materias:	Statistics Theory Methodology 62G10, 62B15
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A unified framework for multivariate two-sample and k-sample kernel-based quadratic distance goodness-of-fit tests
por: Markatou, Marianthi, et al.
Publicado: (2024)

Residual spectrum: Brain functional connectivity detection beyond coherence
por: Goto, Yuichi, et al.
Publicado: (2023)

On the term "randomization test"
por: Hemerik, Jesse
Publicado: (2023)

Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
por: Gnettner, Felix, et al.
Publicado: (2023)

A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
por: Ouimet, Frédéric
Publicado: (2026)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
por: Stoepker, Ivo V., et al.
Publicado: (2023)

Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
por: Gili, Francesco, et al.
Publicado: (2026)

High-Dimensional Change-Point Detection via Angular Kernel Statistics
por: Choudhury, Jyotishka Ray, et al.
Publicado: (2026)

Nonparametric inference for ratios of densities via uniformly valid and powerful permutation tests
por: Bordino, Alberto, et al.
Publicado: (2025)

Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
por: Cui, Junfeng, et al.
Publicado: (2025)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
por: Pumi, Guilherme, et al.
Publicado: (2026)

A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
por: Pötscher, Benedikt M., et al.
Publicado: (2024)

Independence Testing for Mixed Data
por: Jelić, Dana Bucalo, et al.
Publicado: (2025)

A new and flexible class of sharp asymptotic time-uniform confidence sequences
por: Gnettner, Felix, et al.
Publicado: (2025)

On Stein's test of uniformity on the hypersphere
por: Axmann, Paul, et al.
Publicado: (2026)

High-dimensional Sobolev tests on hyperspheres
por: Ebner, Bruno, et al.
Publicado: (2025)

Estimation of the Coefficient of Variation of Weibull Distribution under Type-I Progressively Interval Censoring: A Simulation-based Approach
por: Nongrum, Bankitdor M, et al.
Publicado: (2025)

A nonparametric test for elliptical distribution based on kernel embedding of probabilities
por: Tang, Yin, et al.
Publicado: (2023)

New Equivalence Tests for Hardy-Weinberg Equilibrium and Multiple Alleles
por: Ostrovski, Vladimir
Publicado: (2025)

Bootstrap tests for almost goodness-of-fit
por: Baíllo, Amparo, et al.
Publicado: (2024)

Valid Heteroskedasticity Robust Testing
por: Pötscher, Benedikt M., et al.
Publicado: (2021)

Tighter confidence intervals for quantiles of heterogeneous data
por: Einmahl, John H. J., et al.
Publicado: (2026)

Kernel-based independence and mean independence tests for weakly dependent data
por: Diz-Castro, Daniel, et al.
Publicado: (2026)

Characterization based Goodness-of-Fit for Generalized Pareto Distribution: A Blend of Stein's Identity and Dynamic Survival Extropy
por: Kandpal, Gaurav, et al.
Publicado: (2025)

A uniform kernel trick for high-dimensional two-sample problems
por: Cárcamo, Javier, et al.
Publicado: (2022)

Some Goodness of Fit Tests based on Centre Outward Spacings
por: Singh, Rahul
Publicado: (2022)

Estimation and Hypothesis Testing of Derivatives in Smoothing Spline ANOVA Models
por: Liu, Ruiqi, et al.
Publicado: (2023)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
por: Heinrichs, Florian
Publicado: (2025)

Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
por: Dombry, Clément, et al.
Publicado: (2023)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
por: Pumi, Guilherme, et al.
Publicado: (2025)

Unit-Weibull Autoregressive Moving Average Models
por: Pumi, Guilherme, et al.
Publicado: (2022)

On lead-lag estimation of non-synchronously observed point processes
por: Shiotani, Takaaki, et al.
Publicado: (2026)

Sequential Outlier Detection in Non-Stationary Time Series
por: Heinrichs, Florian, et al.
Publicado: (2025)

Assessment of the quality of a prediction
por: Sewell, Roger
Publicado: (2024)

A model-free test of the time-reversibility of climate change processes
por: Goto, Yuichi, et al.
Publicado: (2024)

Bayesian joint quantile autoregression
por: Castillo-Mateo, Jorge, et al.
Publicado: (2023)

Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
por: Aleksić, Danijel G., et al.
Publicado: (2025)

Goodness-of-fit testing for nonlinear inverse problems with random observations
por: Kretschmann, Remo, et al.
Publicado: (2026)

Randomization Tests for Conditional Group Symmetry
por: Chiu, Kenny, et al.
Publicado: (2024)

A Laplace transform-based test for the equality of positive semidefinite matrix distributions
por: Lukić, Žikica
Publicado: (2024)