Hypothesis testing on invariant subspaces of non-diagonalizable matrices with applications to network statistics
Fuente:
arXiv
Saved in:
| Main Author: | Simons, Jérôme R. |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Functional Partial Least-Squares: Adaptive Estimation and Inference
by: Babii, Andrii, et al.
Published: (2024)
by: Babii, Andrii, et al.
Published: (2024)
Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects
by: Ji, Wenlong, et al.
Published: (2023)
by: Ji, Wenlong, et al.
Published: (2023)
Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension
by: Singh, Rahul
Published: (2021)
by: Singh, Rahul
Published: (2021)
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by: Zhang, Yikun, et al.
Published: (2025)
by: Zhang, Yikun, et al.
Published: (2025)
Forecasting dementia incidence
by: Simons, Jérôme R., et al.
Published: (2025)
by: Simons, Jérôme R., et al.
Published: (2025)
Optimal break tests for large linear time series models
by: Gupta, Abhimanyu, et al.
Published: (2025)
by: Gupta, Abhimanyu, et al.
Published: (2025)
Approximate Factor Model with S-vine Copula Structure
by: Han, Jialing, et al.
Published: (2025)
by: Han, Jialing, et al.
Published: (2025)
Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
by: Derumigny, Alexis, et al.
Published: (2025)
by: Derumigny, Alexis, et al.
Published: (2025)
Unlocking the Regression Space
by: Giraitis, Liudas, et al.
Published: (2025)
by: Giraitis, Liudas, et al.
Published: (2025)
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)
by: Girard, Lucas, et al.
Published: (2026)
An invariant modification of the bilinear form test
by: Garate, Angelo, et al.
Published: (2026)
by: Garate, Angelo, et al.
Published: (2026)
On Efficient Inference of Causal Effects with Multiple Mediators
by: Wei, Haoyu, et al.
Published: (2024)
by: Wei, Haoyu, et al.
Published: (2024)
Confidence intervals for intentionally biased estimators
by: Kaplan, David M., et al.
Published: (2025)
by: Kaplan, David M., et al.
Published: (2025)
Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy
by: Agarwal, Anish, et al.
Published: (2021)
by: Agarwal, Anish, et al.
Published: (2021)
Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors
by: Lee, Sungyoon, et al.
Published: (2023)
by: Lee, Sungyoon, et al.
Published: (2023)
Triple/Double-Debiased Lasso
by: Chetverikov, Denis, et al.
Published: (2026)
by: Chetverikov, Denis, et al.
Published: (2026)
Double/Debiased Machine Learning for Treatment and Causal Parameters
by: Chernozhukov, Victor, et al.
Published: (2016)
by: Chernozhukov, Victor, et al.
Published: (2016)
Fixed-Horizon Self-Normalized Inference for Adaptive Experiments via Martingale AIPW/DML with Logged Propensities
by: Saco, Gabriel
Published: (2026)
by: Saco, Gabriel
Published: (2026)
Generalized Bayes in Conditional Moment Restriction Models
by: Kankanala, Sid
Published: (2025)
by: Kankanala, Sid
Published: (2025)
Conditional nonparametric variable screening by neural factor regression
by: Fan, Jianqing, et al.
Published: (2024)
by: Fan, Jianqing, et al.
Published: (2024)
Yurinskii's Coupling for Martingales
by: Cattaneo, Matias D., et al.
Published: (2022)
by: Cattaneo, Matias D., et al.
Published: (2022)
Change-Point Analysis of Time Series with Evolutionary Spectra
by: Casini, Alessandro, et al.
Published: (2021)
by: Casini, Alessandro, et al.
Published: (2021)
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by: Pötscher, Benedikt M., et al.
Published: (2024)
by: Pötscher, Benedikt M., et al.
Published: (2024)
Inference under partial identification with minimax test statistics
by: Loh, Isaac
Published: (2024)
by: Loh, Isaac
Published: (2024)
Long Story Short: Omitted Variable Bias in Causal Machine Learning
by: Chernozhukov, Victor, et al.
Published: (2021)
by: Chernozhukov, Victor, et al.
Published: (2021)
Causal Q-Aggregation for CATE Model Selection
by: Lan, Hui, et al.
Published: (2023)
by: Lan, Hui, et al.
Published: (2023)
Valid Heteroskedasticity Robust Testing
by: Pötscher, Benedikt M., et al.
Published: (2021)
by: Pötscher, Benedikt M., et al.
Published: (2021)
Entrywise error bounds for low-rank approximations of kernel matrices
by: Modell, Alexander
Published: (2024)
by: Modell, Alexander
Published: (2024)
Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
by: Rao, Peilin, et al.
Published: (2025)
by: Rao, Peilin, et al.
Published: (2025)
Tuning parameter selection in econometrics
by: Chetverikov, Denis
Published: (2024)
by: Chetverikov, Denis
Published: (2024)
An operator-level ARCH Model
by: Aue, Alexander, et al.
Published: (2026)
by: Aue, Alexander, et al.
Published: (2026)
A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
by: Lanne, Markku, et al.
Published: (2024)
by: Lanne, Markku, et al.
Published: (2024)
Kernel-based estimators for functional causal effects
by: Raykov, Yordan P., et al.
Published: (2025)
by: Raykov, Yordan P., et al.
Published: (2025)
How Graph Structure and Label Dependencies Contribute to Node Classification in a Large Network of Documents
by: Lemberger, Pirmin, et al.
Published: (2023)
by: Lemberger, Pirmin, et al.
Published: (2023)
Statistical Properties of Deep Neural Networks with Dependent Data
by: Brown, Chad
Published: (2024)
by: Brown, Chad
Published: (2024)
On relative universality, regression operator, and conditional independence
by: Li, Bing, et al.
Published: (2025)
by: Li, Bing, et al.
Published: (2025)
Estimation and Uniform Inference in Sparse High-Dimensional Additive Models
by: Bach, Philipp, et al.
Published: (2020)
by: Bach, Philipp, et al.
Published: (2020)
Design-Based Inference under Random Potential Outcomes
by: Yang, Yukai
Published: (2025)
by: Yang, Yukai
Published: (2025)
Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models
by: Virolainen, Savi
Published: (2024)
by: Virolainen, Savi
Published: (2024)
Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)
by: Yang, Yukai, et al.
Published: (2026)
Similar Items
-
Functional Partial Least-Squares: Adaptive Estimation and Inference
by: Babii, Andrii, et al.
Published: (2024) -
Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects
by: Ji, Wenlong, et al.
Published: (2023) -
Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension
by: Singh, Rahul
Published: (2021) -
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by: Zhang, Yikun, et al.
Published: (2025) -
Forecasting dementia incidence
by: Simons, Jérôme R., et al.
Published: (2025)