Cover Image

Permutation Inference under Multi-way Clustering and Missing Data

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Guo, Wenxuan, Toulis, Panos, Wang, Yuhao
Format:	Preprint
Published:	2026
Subjects:	Methodology Statistics Theory 62G09
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Cheap Permutation Testing
by: Domingo-Enrich, Carles, et al.
Published: (2025)

Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
by: Aleksić, Danijel G., et al.
Published: (2025)

Nonparametric inference for ratios of densities via uniformly valid and powerful permutation tests
by: Bordino, Alberto, et al.
Published: (2025)

On Efficient Inference of Causal Effects with Multiple Mediators
by: Wei, Haoyu, et al.
Published: (2024)

Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

Permutation Testing for Monotone Trend
by: Romano, Joseph P., et al.
Published: (2024)

Least Squares-Based Permutation Tests in Time Series
by: Romano, Joseph P., et al.
Published: (2024)

Least squares for cardinal paired comparisons data
by: Singh, Rahul, et al.
Published: (2024)

ODC and ROC curves, comparison curves, and stochastic dominance
by: Ledwina, Teresa, et al.
Published: (2024)

Efficient Semiparametric Inference for Distributed Data with Blockwise Missingness
by: Huang, Jingyue, et al.
Published: (2025)

Tests of Missing Completely At Random based on sample covariance matrices
by: Bordino, Alberto, et al.
Published: (2024)

Confounder selection via iterative graph expansion
by: Guo, F. Richard, et al.
Published: (2023)

Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence
by: Balabdaoui, Fadoua, et al.
Published: (2025)

Inference for SDEs driven by Hermite processes
by: Coupek, Petr, et al.
Published: (2025)

Masking criteria for selecting an imputation model
by: Yang, Yanjiao, et al.
Published: (2025)

Sequential Bootstrap for Out-of-Bag Error Estimation: A 100-Seed Replication Study and Variance-Structure Analysis
by: Peng, Cheng
Published: (2025)

Optimal Inference of the Mean Outcome under Optimal Treatment Regime
by: Xu, Shuoxun, et al.
Published: (2025)

From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis
by: Berger, Max, et al.
Published: (2023)

Inference for competing risks based on area between curves statistics
by: Mack, Simon, et al.
Published: (2026)

A new set of tools for goodness-of-fit validation
by: Ducharme, Gilles R., et al.
Published: (2022)

Bootstrap Consistency for Empirical Likelihood in Density Ratio Models
by: Zhuang, Weiwei, et al.
Published: (2025)

Empirical tail dependence functions in high dimensions: uniform linearizations and inference
by: Bücher, Axel, et al.
Published: (2026)

Nonparametric f-Modeling for Empirical Bayes Inference with Unequal and Unknown Variances
by: Zhao, Zhigen, et al.
Published: (2026)

The Spatial Cram'{e}r--von Mises Test of Independence under $β$-Mixing: Asymptotic Theory and Python Implementation
by: Mandap, Marco
Published: (2026)

A Weighted Regression Approach to Break-Point Detection in Panel Data
by: Pretorius, Charl, et al.
Published: (2025)

Cartesian Statistics on Spheres
by: Beran, Rudolf
Published: (2025)

Testing for linearity in scalar-on-function regression with responses missing at random
by: Febrero-Bande, Manuel, et al.
Published: (2023)

Adaptive estimation of irregular mean and covariance functions
by: Golovkine, Steven, et al.
Published: (2021)

The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)

Conditional Independence under Infinite Measures and Poisson Point Processes
by: Bai, Shuyang, et al.
Published: (2026)

Nonparametric conditional risk mapping under heteroscedasticity
by: Fernández-Casal, Rubén, et al.
Published: (2024)

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes
by: Zhang, Yikun, et al.
Published: (2023)

A uniform kernel trick for high-dimensional two-sample problems
by: Cárcamo, Javier, et al.
Published: (2022)

Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
by: Jana, Soham, et al.
Published: (2022)

On the breakdown point of transport-based quantiles
by: Avella-Medina, Marco, et al.
Published: (2024)

Discriminating Tail Behavior Using Halfspace Depths: Population and Empirical Perspectives
by: Singha, Sibsankar, et al.
Published: (2025)

Some Goodness of Fit Tests based on Centre Outward Spacings
by: Singh, Rahul
Published: (2022)

Adaptation using spatially distributed Gaussian Processes
by: Szabo, Botond, et al.
Published: (2023)

Automatic and location-adaptive estimation in functional single-index regression
by: Novo, Silvia, et al.
Published: (2024)