Cover Image

Generalized projection tests for function-valued parameters with applications to testing structural causal assumptions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Rui, Osom, Albert, Zhang, Bo
Format:	Preprint
Published:	2026
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A general nonparametric framework for testing hypotheses about function-valued parameters
by: Osom, Albert, et al.
Published: (2026)

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

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

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

The Projected Covariance Measure for assumption-lean variable significance testing
by: Lundborg, Anton Rask, et al.
Published: (2022)

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

On new tests for the Poisson distribution based on empirical weight functions
by: Kirui, Winnie, et al.
Published: (2024)

Extremes of structural causal models
by: Engelke, Sebastian, et al.
Published: (2025)

Rank-adaptive covariance testing with applications to genomics and neuroimaging
by: Veitch, David, et al.
Published: (2023)

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

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

Simultaneous hypothesis testing for comparing many functional means
by: Decker, Colin, et al.
Published: (2025)

Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
by: Bai, Lujia, et al.
Published: (2023)

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

Consistent Empirical Bayes estimation of the mean of a mixing distribution without identifiability assumption. With applications to treatment of non-response
by: Greenshtein, Eitan
Published: (2024)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
by: Bai, Lujia, et al.
Published: (2024)

Causal inference under transportability assumptions for conditional relative effect measures
by: Wang, Guanbo, et al.
Published: (2024)

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

Leveraging the group structure of hypotheses for more powerful multiple testing with FDR control for the filtered rejection set
by: Bogomolov, Marina, et al.
Published: (2025)

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

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

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

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

The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
by: Moosavi, Niloofar, et al.
Published: (2021)

Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
by: Woźny, Jakub, et al.
Published: (2024)

Multiple testing under negative dependence
by: Chi, Ziyu, et al.
Published: (2022)

Estimation of causal dose-response functions under data fusion
by: Lim, Jaewon, et al.
Published: (2025)

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

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

Empirical Bayes factors for common hypothesis tests
by: Dudbridge, Frank
Published: (2023)

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

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

Mitigating dimensionality effects with robust graph constructions for testing
by: Zhu, Yejiong, et al.
Published: (2023)

On goodness-of-fit testing for self-exciting point processes
by: Kling, José C. F., et al.
Published: (2024)

Visual tests using several safe confidence intervals
by: Mathieu, Timothée
Published: (2025)

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

Estimating a distribution function for discrete data subject to random truncation with an application to structured finance
by: Lautier, Jackson P., et al.
Published: (2021)

A novel finite-sample testing procedure for composite null hypotheses via pointwise rejection
by: Park, Joonha, et al.
Published: (2026)

Equivalence testing with data-dependent and post-hoc equivalence margins
by: Koobs, Stan, et al.
Published: (2026)

On min-Storey estimators for multiple testing and conformal novelty detection
by: Zijun, Gao, et al.
Published: (2026)