Inference under covariate-adaptive randomization with many strata
Fuente:
arXiv
Guardado en:
| Autores principales: | Xin, Jiahui, Liu, Hanzhong, Ma, Wei |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Regression adjustment in covariate-adaptive randomized experiments with missing covariates
por: Fu, Wanjia, et al.
Publicado: (2025)
por: Fu, Wanjia, et al.
Publicado: (2025)
On the achievability of efficiency bounds for covariate-adjusted response-adaptive randomization
por: Xin, Jiahui, et al.
Publicado: (2024)
por: Xin, Jiahui, et al.
Publicado: (2024)
Interaction tests with covariate-adaptive randomization
por: Zhang, Likun, et al.
Publicado: (2023)
por: Zhang, Likun, et al.
Publicado: (2023)
Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
por: Gu, Yujia, et al.
Publicado: (2025)
por: Gu, Yujia, et al.
Publicado: (2025)
Design-based theory for Lasso adjustment in randomized block experiments and rerandomized experiments
por: Zhu, Ke, et al.
Publicado: (2021)
por: Zhu, Ke, et al.
Publicado: (2021)
Sharp variance estimator and causal bootstrap in stratified randomized experiments
por: Yu, Haoyang, et al.
Publicado: (2024)
por: Yu, Haoyang, et al.
Publicado: (2024)
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates
por: Lu, Xin, et al.
Publicado: (2023)
por: Lu, Xin, et al.
Publicado: (2023)
Treatment effect estimation under covariate-adaptive randomization with heavy-tailed outcomes
por: Li, Hongzi, et al.
Publicado: (2024)
por: Li, Hongzi, et al.
Publicado: (2024)
Rank-adaptive covariance testing with applications to genomics and neuroimaging
por: Veitch, David, et al.
Publicado: (2023)
por: Veitch, David, et al.
Publicado: (2023)
Maximum-likelihood estimation of the Matérn covariance structure of isotropic spatial random fields on finite, sampled grids
por: Simons, Frederik J., et al.
Publicado: (2025)
por: Simons, Frederik J., et al.
Publicado: (2025)
Semiparametric adaptive estimation under informative sampling
por: Morikawa, Kosuke, et al.
Publicado: (2022)
por: Morikawa, Kosuke, et al.
Publicado: (2022)
Spatial autoregressive model with measurement error in covariates
por: Paul, Subhadeep, et al.
Publicado: (2024)
por: Paul, Subhadeep, et al.
Publicado: (2024)
Efficient nonparametric estimation of Toeplitz covariance matrices
por: Klockmann, Karolina, et al.
Publicado: (2023)
por: Klockmann, Karolina, et al.
Publicado: (2023)
On the inverse of covariance matrices for unbalanced crossed designs
por: Lyu, Ziyang, et al.
Publicado: (2025)
por: Lyu, Ziyang, et al.
Publicado: (2025)
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
por: Chang, Jinyuan, et al.
Publicado: (2018)
por: Chang, Jinyuan, et al.
Publicado: (2018)
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
por: Hu, Jiang, et al.
Publicado: (2025)
por: Hu, Jiang, et al.
Publicado: (2025)
Nonparametric Inference on Unlabeled Histograms
por: Ma, Yun, et al.
Publicado: (2025)
por: Ma, Yun, et al.
Publicado: (2025)
Statistical Inference under Adaptive Sampling with LinUCB
por: Fan, Wei, et al.
Publicado: (2025)
por: Fan, Wei, et al.
Publicado: (2025)
Asymptotic properties of the MLE in distributional regression under random censoring
por: Kremling, Gitte, et al.
Publicado: (2025)
por: Kremling, Gitte, et al.
Publicado: (2025)
Asymptotic testing of covariance separability for matrix elliptical data
por: Virta, Joni, et al.
Publicado: (2026)
por: Virta, Joni, et al.
Publicado: (2026)
Identifiability of causal effects with non-Gaussianity and auxiliary covariates
por: Shuai, Kang, et al.
Publicado: (2023)
por: Shuai, Kang, et al.
Publicado: (2023)
Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
por: Wei, Yashi, et al.
Publicado: (2025)
por: Wei, Yashi, et al.
Publicado: (2025)
Data integration using covariate summaries from external sources
por: Yu, Facheng, et al.
Publicado: (2024)
por: Yu, Facheng, et al.
Publicado: (2024)
A spectral approach for online covariance change point detection
por: Bao, Zhigang, et al.
Publicado: (2026)
por: Bao, Zhigang, et al.
Publicado: (2026)
Post-clustering Inference under Dependence
por: González-Delgado, Javier, et al.
Publicado: (2023)
por: González-Delgado, Javier, et al.
Publicado: (2023)
Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference
por: Park, Bryan, et al.
Publicado: (2026)
por: Park, Bryan, et al.
Publicado: (2026)
Parameter Inference for Hypo-Elliptic Diffusions under a Weak Design Condition
por: Iguchi, Yuga, et al.
Publicado: (2023)
por: Iguchi, Yuga, et al.
Publicado: (2023)
Optimal rates for estimating the covariance kernel from synchronously sampled functional data
por: Berger, Max, et al.
Publicado: (2024)
por: Berger, Max, et al.
Publicado: (2024)
Testing the equality of estimable parameters across many populations
por: Romero-Madroñal, Marcos, et al.
Publicado: (2025)
por: Romero-Madroñal, Marcos, et al.
Publicado: (2025)
Assumption-lean Inference for Network-linked Data
por: Li, Wei, et al.
Publicado: (2025)
por: Li, Wei, et al.
Publicado: (2025)
Multivariate Inference of Network Moments by Subsampling
por: Qi, Mingyu, et al.
Publicado: (2024)
por: Qi, Mingyu, et al.
Publicado: (2024)
Large-scale Multiple Testing of Cross-covariance Functions with Applications to Functional Network Models
por: Fang, Qin, et al.
Publicado: (2024)
por: Fang, Qin, et al.
Publicado: (2024)
Event history analysis with time-dependent covariates via landmarking supermodels and boosted trees
por: Sandqvist, Oliver Lunding
Publicado: (2026)
por: Sandqvist, Oliver Lunding
Publicado: (2026)
Capturing heterogeneous time-variation in covariate effects in non-proportional hazard regression models
por: Hagemann, Niklas, et al.
Publicado: (2025)
por: Hagemann, Niklas, et al.
Publicado: (2025)
Causal Inference in Longitudinal Data under Unknown Interference
por: Wang, Ye, et al.
Publicado: (2021)
por: Wang, Ye, et al.
Publicado: (2021)
Maximum Ideal Likelihood Estimation: A Unified Inference Framework for Latent Variable Models
por: Cai, Yizhou, et al.
Publicado: (2024)
por: Cai, Yizhou, et al.
Publicado: (2024)
Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
por: Bai, Lujia, et al.
Publicado: (2023)
por: Bai, Lujia, et al.
Publicado: (2023)
A nonparametric Bayesian analysis of independent and identically distributed observations of covariate-driven Poisson processes
por: Dolmeta, Patric, et al.
Publicado: (2025)
por: Dolmeta, Patric, et al.
Publicado: (2025)
Robust Max Statistics for High-Dimensional Inference
por: Liu, Mingshuo, et al.
Publicado: (2024)
por: Liu, Mingshuo, et al.
Publicado: (2024)
Design-Based Inference for Spatial Experiments under Unknown Interference
por: Wang, Ye, et al.
Publicado: (2020)
por: Wang, Ye, et al.
Publicado: (2020)
Ejemplares similares
-
Regression adjustment in covariate-adaptive randomized experiments with missing covariates
por: Fu, Wanjia, et al.
Publicado: (2025) -
On the achievability of efficiency bounds for covariate-adjusted response-adaptive randomization
por: Xin, Jiahui, et al.
Publicado: (2024) -
Interaction tests with covariate-adaptive randomization
por: Zhang, Likun, et al.
Publicado: (2023) -
Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
por: Gu, Yujia, et al.
Publicado: (2025) -
Design-based theory for Lasso adjustment in randomized block experiments and rerandomized experiments
por: Zhu, Ke, et al.
Publicado: (2021)