Imagen de Portada

Data-driven Smooth Tests for Normality in ANOVA When the Number of Groups is Large

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Jia, Peiwen, Song, Xiaojun, Wei, Haoyu
Formato:	Preprint
Publicado:	2021
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A Powerful Chi-Square Specification Test with Support Vectors
por: Li, Yuhao, et al.
Publicado: (2025)

A Projection Approach to Nonparametric Significance and Conditional Independence Testing
por: Song, Xiaojun, et al.
Publicado: (2026)

The Law of Large Numbers for Large Stable Matchings
por: Schwartz, Jacob, et al.
Publicado: (2021)

Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
por: Rui, Cui, et al.
Publicado: (2025)

When "Normalization Without Loss of Generality" Loses Generality
por: Gao, Wayne
Publicado: (2026)

Almost Dominance: Inference and Application
por: Song, Xiaojun, et al.
Publicado: (2023)

Specification tests for regression models with measurement errors
por: Song, Xiaojun, et al.
Publicado: (2025)

IV Estimation of Panel Data Tobit Models with Normal Errors
por: Honore, Bo E.
Publicado: (2024)

Difference-in-differences with a mediator
por: Deng, Yuhao, et al.
Publicado: (2026)

Heterogeneous Grouping Structures in Panel Data
por: Chrysikou, Katerina, et al.
Publicado: (2024)

Unified Inference on Moment Restrictions with Nuisance Parameters
por: Li, Xingyu, et al.
Publicado: (2022)

Detection Boundaries for Panel Slope Homogeneity Tests Under Small-Group Heterogeneity
por: Raiola, Antonio, et al.
Publicado: (2025)

Robust Inference for Dyadic Data with Dependent Ordered Nodes
por: Hounyo, Ulrich, et al.
Publicado: (2026)

Zero-Inflated Bandits
por: Wei, Haoyu, et al.
Publicado: (2023)

Normal Approximation in Large Network Models
por: Leung, Michael P., et al.
Publicado: (2019)

Estimation of Latent Group Structures in Time-Varying Panel Data Models
por: Haimerl, Paul, et al.
Publicado: (2025)

Optimizing Data-driven Weights In Multidimensional Indexes
por: Ceriani, Lidia, et al.
Publicado: (2025)

Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
por: Hao, Yu, et al.
Publicado: (2025)

Semiparametric Off-Policy Inference for Optimal Policy Values under Possible Non-Uniqueness
por: Wei, Haoyu
Publicado: (2025)

Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
por: Ditzen, Jan, et al.
Publicado: (2021)

Model Selection in Panel Data Models: A Generalization of the Vuong Test
por: Hahn, Jinyong, et al.
Publicado: (2026)

Data-driven model selection within the matrix completion method for causal panel data models
por: Heiniger, Sandro
Publicado: (2024)

When is p-hacking detectable?
por: Faridani, Stefan
Publicado: (2025)

A Formal Theory of Survey Experiment Generalizability: Attention and Salience
por: Fu, Jiawei, et al.
Publicado: (2024)

Root-$n$ Asymptotically Normal Maximum Score Estimation
por: Liu, Nan, et al.
Publicado: (2026)

Normal Approximation for U-Statistics with Cross-Sectional Dependence
por: Liu, Weiguang
Publicado: (2024)

Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics
por: Ditzen, Jan, et al.
Publicado: (2025)

K-Means Panel Data Clustering in the Presence of Small Groups
por: Nishi, Mikihito
Publicado: (2025)

Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm
por: Zhang, Huiming, et al.
Publicado: (2023)

Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression
por: Nishi, Mikihito
Publicado: (2024)

When does IV identification not restrict outcomes?
por: Goff, Leonard
Publicado: (2024)

Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
por: Tabri, Rami V., et al.
Publicado: (2024)

Convexity Not Required: Estimation of Smooth Moment Condition Models
por: Forneron, Jean-Jacques, et al.
Publicado: (2023)

Difference-in-Differences Estimators When No Unit Remains Untreated
por: de Chaisemartin, Clément, et al.
Publicado: (2024)

When Can We Trust Cluster-Robust Inference?
por: MacKinnon, James G.
Publicado: (2026)

When and Why State-Dependent Local Projections Work
por: Winkler, Valentin
Publicado: (2026)

Social Interactions in Endogenous Groups
por: Sheng, Shuyang, et al.
Publicado: (2023)

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
por: Moon, Hyungsik Roger, et al.
Publicado: (2026)

Temporal Disaggregation of GDP: When Does Machine Learning Help?
por: Jung, Yonggeun
Publicado: (2025)

Optimizing Patient Placement in Normal Care Units: An Instrumental Causal Forest Approach Minimizing Mortality
por: Cordier, Johannes
Publicado: (2026)