Copertina

Mitigating dimensionality effects with robust graph constructions for testing

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Zhu, Yejiong, Chen, Hao
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Methodology Statistics Theory
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Likelihood ratio tests in random graph models with increasing dimensions
di: Yan, Ting, et al.
Pubblicazione: (2023)

Robust mean change point testing in high-dimensional data with heavy tails
di: Li, Mengchu, et al.
Pubblicazione: (2023)

Adaptive L-statistics for high dimensional test problem
di: Ma, Huifang, et al.
Pubblicazione: (2024)

Doubly robust pointwise confidence intervals for a monotonic continuous treatment effect curve
di: Doss, Charles R.
Pubblicazione: (2025)

A nonparametric test of spherical symmetry applicable to high dimensional data
di: Banerjee, Bilol, et al.
Pubblicazione: (2024)

Exact distribution-free tests of spherical symmetry applicable to high dimensional data
di: Banerjee, Bilol, et al.
Pubblicazione: (2024)

A generalized Bayesian approach for high-dimensional robust regression with serially correlated errors and predictors
di: Chakraborty, Saptarshi, et al.
Pubblicazione: (2024)

Likelihood distortion and Bayesian local robustness
di: Di Noia, Antonio, et al.
Pubblicazione: (2024)

Doubly robust inference with censoring unbiased transformations
di: Sandqvist, Oliver Lunding
Pubblicazione: (2024)

Doubly robust estimation with functional outcomes missing at random
di: Liu, Xijia, et al.
Pubblicazione: (2024)

Deep neural expected shortfall regression with tail-robustness
di: Yu, Myeonghun, et al.
Pubblicazione: (2025)

Inference in generalized linear models with robustness to misspecified variances
di: De Santis, Riccardo, et al.
Pubblicazione: (2022)

Rate doubly robust estimation for weighted average treatment effects
di: Wang, Yiming, et al.
Pubblicazione: (2025)

Residual permutation test for regression coefficient testing
di: Wen, Kaiyue, et al.
Pubblicazione: (2022)

A note on the properties of the confidence set for the local average treatment effect obtained by inverting the score test
di: Smucler, Ezequiel, et al.
Pubblicazione: (2025)

Do we need to estimate the variance in robust mean estimation?
di: Sun, Qiang
Pubblicazione: (2021)

High-dimensional inference for single-index model with latent factors
di: Shi, Yanmei, et al.
Pubblicazione: (2025)

AR-sieve Bootstrap for High-dimensional Time Series
di: Bi, Daning, et al.
Pubblicazione: (2021)

Asymptotics of cut distributions and robust modular inference using Posterior Bootstrap
di: Pompe, Emilia, et al.
Pubblicazione: (2021)

Dynamic Factor Analysis of High-dimensional Recurrent Events
di: Chen, Fangyi, et al.
Pubblicazione: (2024)

Properly constrained reference priors decay rates for efficient and robust posterior inference
di: Van Biesbroeck, Antoine
Pubblicazione: (2024)

On the robustness of semi-discrete optimal transport
di: Paindaveine, Davy, et al.
Pubblicazione: (2024)

With random regressors, least squares inference is robust to correlated errors with unknown correlation structure
di: Zhang, Zifeng, et al.
Pubblicazione: (2024)

Generalized projection tests for function-valued parameters with applications to testing structural causal assumptions
di: Wang, Rui, et al.
Pubblicazione: (2026)

A goodness-of-fit test for testing exponentiality based on normalized dynamic survival extropy
di: Kandpal, Gaurav, et al.
Pubblicazione: (2024)

Hypothesis testing with e-values
di: Ramdas, Aaditya, et al.
Pubblicazione: (2024)

Degree-heterogeneous Latent Class Analysis for High-dimensional Discrete Data
di: Lyu, Zhongyuan, et al.
Pubblicazione: (2024)

Optimal heteroskedasticity testing in nonparametric regression
di: Kotekal, Subhodh, et al.
Pubblicazione: (2023)

Interaction tests with covariate-adaptive randomization
di: Zhang, Likun, et al.
Pubblicazione: (2023)

Asymptotic and bootstrap tests for subspace dimension
di: Nordhausen, Klaus, et al.
Pubblicazione: (2016)

Carefree multiple testing with e-processes
di: Tavyrikov, Yury, et al.
Pubblicazione: (2025)

On admissibility in post-hoc hypothesis testing
di: Chugg, Ben, et al.
Pubblicazione: (2025)

Controlling the false discovery rate in high-dimensional linear models using model-X knockoffs and $p$-values
di: Chang, Jinyuan, et al.
Pubblicazione: (2025)

An autocovariance-based learning framework for high-dimensional functional time series
di: Chang, Jinyuan, et al.
Pubblicazione: (2020)

Empirical Bayes factors for common hypothesis tests
di: Dudbridge, Frank
Pubblicazione: (2023)

Differentially private hypothesis testing in survival analysis
di: Hung, Elly K. H., et al.
Pubblicazione: (2026)

Fixed-level calibration of the Cauchy combination test
di: Ota, Hirofumi
Pubblicazione: (2026)

Sign and signed rank tests for paired functions
di: Meyer, Mark J.
Pubblicazione: (2025)

Statistical tests based on Renyi entropy estimation
di: Cadirci, Mehmet Siddik, et al.
Pubblicazione: (2025)

Asymptotic testing of covariance separability for matrix elliptical data
di: Virta, Joni, et al.
Pubblicazione: (2026)