Image de couverture de livre

Autocorrelation Test under Frequent Mean Shifts

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Liu, Ziyang, Hao, Ning, Niu, Yue Selena, Xiao, Han, Ding, Hongxu
Format:	Preprint
Publié:	2025
Sujets:	Methodology Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Using prior information to boost power in correlation structure support recovery
par: Ding, Ziyang, et autres
Publié: (2021)

Adaptive Matrix Change Point Detection: Leveraging Structured Mean Shifts
par: Zhang, Xinyu, et autres
Publié: (2024)

Partial Conditioning for Inference of Many-Normal-Means with Hölder Constraints
par: Yang, Jiasen, et autres
Publié: (2023)

Equivalence Test for Mean Functions from Multi-population Functional Data
par: Xu, Chuang, et autres
Publié: (2025)

Quadratic Form based Multiple Contrast Tests for Comparison of Group Means
par: Sattler, Paavo, et autres
Publié: (2024)

Generalized Independence Test for Modern Data
par: Liu, Mingshuo, et autres
Publié: (2024)

Consistency of an Intercept-Shifted Synthetic-Control Estimator under Weighted Parallel Trends
par: Guggisberg, Michael
Publié: (2025)

Testing conditional independence under isotonicity
par: Hore, Rohan, et autres
Publié: (2025)

Dependence-Aware False Discovery Rate Control in Two-Sided Gaussian Mean Testing
par: Ghosh, Deepra, et autres
Publié: (2025)

Unbiased Test Error Estimation in the Poisson Means Problem via Coupled Bootstrap Techniques
par: Oliveira, Natalia L., et autres
Publié: (2022)

A Test for Jumps in Metric-Space Conditional Means
par: Van Dijcke, David
Publié: (2025)

Transfer Learning under Group-Label Shift: A Semiparametric Exponential Tilting Approach
par: Cheng, Manli, et autres
Publié: (2025)

Test for high-dimensional mean vectors via the weighted $L_2$-norm
par: Li, Jianghao, et autres
Publié: (2024)

An Asymptotically Exact Multiple Testing Procedure under Dependence
par: Datta, Swarnadeep, et autres
Publié: (2025)

Adaptive Targeted Maximum Likelihood Estimation of the Mean Potential Outcome under a Treatment Rule
par: Xu, Yichen, et autres
Publié: (2026)

Asymptotics in Multiple Hypotheses Testing under Dependence: beyond Normality
par: Dey, Monitirtha
Publié: (2024)

Conformalized Multiple Testing under Unknown Null Distribution with Symmetric Errors
par: Tian, Yang, et autres
Publié: (2025)

Semiparametric Efficiency of Residual Correlation Testing under Gaussian Additive Noise Models
par: Tang, Yin, et autres
Publié: (2026)

Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization
par: Chang, Jinyuan, et autres
Publié: (2025)

E-values for k-Sample Tests With Exponential Families
par: Hao, Yunda, et autres
Publié: (2023)

On the inverse of covariance matrices for unbalanced crossed designs
par: Lyu, Ziyang, et autres
Publié: (2025)

Increasing dimension asymptotics for two-way crossed mixed effect models
par: Lyu, Ziyang, et autres
Publié: (2024)

Optimal Aggregation of Prediction Intervals under Unsupervised Domain Shift
par: Ge, Jiawei, et autres
Publié: (2024)

Power-Enhanced Two-Sample Mean Tests for High-Dimensional Compositional Data with Application to Microbiome Data Analysis
par: Li, Danning, et autres
Publié: (2024)

Optimal Treatment Rules under Missing Predictive Covariates: A Covariate-Balancing Doubly Robust Approach
par: Zhang, Yue, et autres
Publié: (2025)

Efficient and Multiply Robust Risk Estimation under General Forms of Dataset Shift
par: Qiu, Hongxiang, et autres
Publié: (2023)

Structural Nested Mean Models Under Parallel Trends Assumptions
par: Shahn, Zach, et autres
Publié: (2022)

Fréchet Mean Set Estimation in the Hausdorff Metric, via Relaxation
par: Blanchard, Moise, et autres
Publié: (2022)

Assumption-lean weak limits and tests for two-stage adaptive experiments
par: Niu, Ziang, et autres
Publié: (2025)

Conformal Prediction under Levy-Prokhorov Distribution Shifts: Robustness to Local and Global Perturbations
par: Aolaritei, Liviu, et autres
Publié: (2025)

Testing Partially-Identifiable Causal Queries Using Ternary Tests
par: Bhadane, Sourbh, et autres
Publié: (2026)

A Goodness-of-Fit Test for Independent Component Models in High Dimensions
par: Liu, Mingshuo, et autres
Publié: (2026)

Inference under covariate-adaptive randomization with many strata
par: Xin, Jiahui, et autres
Publié: (2024)

Unbiased Risk Estimation in the Normal Means Problem via Coupled Bootstrap Techniques
par: Oliveira, Natalia L., et autres
Publié: (2021)

Self-convolved Bootstrap for M-regression under Complex Temporal Dynamics
par: Liu, Miaoshiqi, et autres
Publié: (2023)

Testing Imprecise Hypotheses
par: Kania, Lucas, et autres
Publié: (2025)

Model-Agnostic and Uncertainty-Aware Dimensionality Reduction in Supervised Learning
par: Yu, Yue, et autres
Publié: (2026)

G-HIVE: Parameter Estimation and Approximate Inference for Multivariate Response Generalized Linear Models with Hidden Variables
par: Lee, Inbeom, et autres
Publié: (2025)

Transfer Learning for Classification under Decision Rule Drift with Application to Optimal Individualized Treatment Rule Estimation
par: Wang, Xiaohan, et autres
Publié: (2025)

The Multiple Change-in-Gaussian-Mean Problem
par: Fearnhead, Paul, et autres
Publié: (2024)