1 citations · 1 across the 12 of their papers we have counts for
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Paired Sample Tests for High-dimensional Uncorrelatedness via Random Integration
Shiyao Huang, Xiaojun Song
This paper proposes a novel nonparametric test to assess the uncorrelatedness between two high-dimensional random vectors. We develop our test by generalizing the random integratio…
Asymmetric Huber Periodogram
Tianbo Chen, Xiaojun Song
This paper introduces a novel spectral M-estimator, called the asymmetric Huber periodogram (AHP), as a generalization of the ordinary periodogram (PG), the quantile periodogram (Q…
Unified Inference on Moment Restrictions with Nuisance Parameters
Xingyu Li, Xiaojun Song, Zhenting Sun
This paper proposes a simple unified inference approach on moment restrictions in the presence of nuisance parameters. The proposed test is constructed based on a new characterizat…
Specification Tests for the Propensity Score
Pedro H. C. Sant'Anna, Xiaojun Song
This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the pro…