Validity and Power of Heavy-Tailed Combination Tests under Asymptotic Dependence
Fuente:
arXiv
Guardado en:
| Autores principales: | Gui, Lin, Mao, Tiantian, Wang, Jingshu, Wang, Ruodu |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Aggregating Dependent Signals with Heavy-Tailed Combination Tests
por: Gui, Lin, et al.
Publicado: (2023)
por: Gui, Lin, et al.
Publicado: (2023)
Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
por: Wang, Kai, et al.
Publicado: (2024)
por: Wang, Kai, et al.
Publicado: (2024)
Wasserstein Distributionally Robust Quantile Regression
por: Zhang, Chunxu, et al.
Publicado: (2026)
por: Zhang, Chunxu, et al.
Publicado: (2026)
Statistical Inference for Cell Type Deconvolution
por: Xie, Dongyue, et al.
Publicado: (2022)
por: Xie, Dongyue, et al.
Publicado: (2022)
Invariant correlation under marginal transforms
por: Koike, Takaaki, et al.
Publicado: (2023)
por: Koike, Takaaki, et al.
Publicado: (2023)
Combining exchangeable p-values
por: Gasparin, Matteo, et al.
Publicado: (2024)
por: Gasparin, Matteo, et al.
Publicado: (2024)
The only admissible way of merging arbitrary e-values
por: Wang, Ruodu
Publicado: (2024)
por: Wang, Ruodu
Publicado: (2024)
Asymptotic Classification Error for Heavy-Tailed Renewal Processes
por: Rong, Xinhui, et al.
Publicado: (2024)
por: Rong, Xinhui, et al.
Publicado: (2024)
Generalized Taylor's Law for Dependent and Heterogeneous Heavy-Tailed Data
por: Cheng, Pok Him, et al.
Publicado: (2025)
por: Cheng, Pok Him, et al.
Publicado: (2025)
An Asymptotically Exact Multiple Testing Procedure under Dependence
por: Datta, Swarnadeep, et al.
Publicado: (2025)
por: Datta, Swarnadeep, et al.
Publicado: (2025)
Testing mean and variance by e-processes
por: Fan, Yixuan, et al.
Publicado: (2023)
por: Fan, Yixuan, et al.
Publicado: (2023)
Elementary proofs of several results on false discovery rate
por: Wang, Ruodu
Publicado: (2022)
por: Wang, Ruodu
Publicado: (2022)
Asymptotics in Multiple Hypotheses Testing under Dependence: beyond Normality
por: Dey, Monitirtha
Publicado: (2024)
por: Dey, Monitirtha
Publicado: (2024)
Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution
por: Nakakita, Shogo, et al.
Publicado: (2022)
por: Nakakita, Shogo, et al.
Publicado: (2022)
Multiple testing under negative dependence
por: Chi, Ziyu, et al.
Publicado: (2022)
por: Chi, Ziyu, et al.
Publicado: (2022)
Heavy-Tailed NGG Mixture Models
por: Ramirez, Vianey Palacios, et al.
Publicado: (2022)
por: Ramirez, Vianey Palacios, et al.
Publicado: (2022)
Hypothesis testing with e-values
por: Ramdas, Aaditya, et al.
Publicado: (2024)
por: Ramdas, Aaditya, et al.
Publicado: (2024)
Joint mixability and notions of negative dependence
por: Koike, Takaaki, et al.
Publicado: (2022)
por: Koike, Takaaki, et al.
Publicado: (2022)
Heavy Tailed Homogeneous Structural Causal Models
por: Routh, Vishal, et al.
Publicado: (2026)
por: Routh, Vishal, et al.
Publicado: (2026)
Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk
por: Gribkova, Nadezhda, et al.
Publicado: (2026)
por: Gribkova, Nadezhda, et al.
Publicado: (2026)
Transfer Learning under Covariate Shift: Local $k$-Nearest Neighbours Regression with Heavy-Tailed Design
por: Zamolodtchikov, Petr, et al.
Publicado: (2024)
por: Zamolodtchikov, Petr, et al.
Publicado: (2024)
Inference for Non-Stationary Heavy Tailed Time Series
por: Akashi, Fumiya, et al.
Publicado: (2022)
por: Akashi, Fumiya, et al.
Publicado: (2022)
Tail Index Estimation for Discrete Heavy-Tailed Distributions
por: Bertail, Patrice, et al.
Publicado: (2024)
por: Bertail, Patrice, et al.
Publicado: (2024)
Sub-uniformity of harmonic mean p-values
por: Chen, Yuyu, et al.
Publicado: (2024)
por: Chen, Yuyu, et al.
Publicado: (2024)
Tiny but uniform improvements of adaptive BH procedures via compound e-values
por: Ignatiadis, Nikolaos, et al.
Publicado: (2026)
por: Ignatiadis, Nikolaos, et al.
Publicado: (2026)
Post-selection inference for e-value based confidence intervals
por: Xu, Ziyu, et al.
Publicado: (2022)
por: Xu, Ziyu, et al.
Publicado: (2022)
Some Asymptotic Results on Multiple Testing under Weak Dependence
por: Datta, Swarnadeep, et al.
Publicado: (2026)
por: Datta, Swarnadeep, et al.
Publicado: (2026)
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)
On the existence of powerful p-values and e-values for composite hypotheses
por: Zhang, Zhenyuan, et al.
Publicado: (2023)
por: Zhang, Zhenyuan, et al.
Publicado: (2023)
Measuring Tail Dependence in Linear Processes: Theory and Empirics
por: Datta, Debanjana, et al.
Publicado: (2026)
por: Datta, Debanjana, et al.
Publicado: (2026)
Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression
por: Moreira, Marcelo J., et al.
Publicado: (2026)
por: Moreira, Marcelo J., et al.
Publicado: (2026)
E-backtesting
por: Wang, Qiuqi, et al.
Publicado: (2022)
por: Wang, Qiuqi, et al.
Publicado: (2022)
A Generative High Quantile Homogeneity Test Using Bahadur Representation for Heteroskedastic High Quantile Regression of Tail Dependent Time Series
por: Zhang, Ting, et al.
Publicado: (2026)
por: Zhang, Ting, et al.
Publicado: (2026)
Privacy of SGD under Gaussian or Heavy-Tailed Noise: Guarantees without Gradient Clipping
por: Şimşekli, Umut, et al.
Publicado: (2024)
por: Şimşekli, Umut, et al.
Publicado: (2024)
Higher-order Gini indices: An axiomatic approach
por: Han, Xia, et al.
Publicado: (2025)
por: Han, Xia, et al.
Publicado: (2025)
Sparsified-Learning for High-Dimensional Heavy-Tailed Locally Stationary Time Series, Concentration and Oracle Inequalities
por: Wang, Yingjie, et al.
Publicado: (2025)
por: Wang, Yingjie, et al.
Publicado: (2025)
Asymptotic Distribution-Free Tests for Ultra-high Dimensional Parametric Regressions via Projected Empirical Processes and $p$-value Combination
por: Tan, Falong, et al.
Publicado: (2026)
por: Tan, Falong, et al.
Publicado: (2026)
Using Exponential Histograms to Approximate the Quantiles of Heavy- and Light-Tailed Data
por: Labo, Philip T.
Publicado: (2024)
por: Labo, Philip T.
Publicado: (2024)
Asymptotic Anytime-Valid Inference for U-statistics
por: Cai, Leheng, et al.
Publicado: (2026)
por: Cai, Leheng, et al.
Publicado: (2026)
Asymptotically Minimax Robust Likelihood Ratio Test
por: Gül, Gökhan
Publicado: (2026)
por: Gül, Gökhan
Publicado: (2026)
Ejemplares similares
-
Aggregating Dependent Signals with Heavy-Tailed Combination Tests
por: Gui, Lin, et al.
Publicado: (2023) -
Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
por: Wang, Kai, et al.
Publicado: (2024) -
Wasserstein Distributionally Robust Quantile Regression
por: Zhang, Chunxu, et al.
Publicado: (2026) -
Statistical Inference for Cell Type Deconvolution
por: Xie, Dongyue, et al.
Publicado: (2022) -
Invariant correlation under marginal transforms
por: Koike, Takaaki, et al.
Publicado: (2023)