18 citations · 22 across the 18 of their papers we have counts for
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math.ST2026
Extending Subsampling to Sequential Stopping
Jose Blanchet, Peter Glynn, Wenhao Yang
Fixed-width sequential stopping rules terminate a stochastic simulation once an estimated confidence interval reaches a prescribed width. Classical fixed-width theory typically rel…
math.ST2026
Statistical Inference in Causal Partial Identification with Smooth Densities
Sirui Lin, Zijun Gao, Jose Blanchet +1
Many causal quantities are only partially identifiable due to the inherent missingness of potential outcomes, and the associated partial identification (PI) sets can be obtained by…
math.ST2024
Wasserstein Projection Tests: Higher-Order Asymptotics and Connections to Empirical Likelihood
Sirui Lin, Jose Blanchet, Peter Glynn +1
Tests of moment restrictions can be constructed by projecting the empirical distribution onto the set of laws satisfying the null. Wasserstein projection (WP) performs this project…