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math.ST2024
With random regressors, least squares inference is robust to correlated errors with unknown correlation structure
Zifeng Zhang, Peng Ding, Wen Zhou +1
Linear regression is arguably the most widely used statistical method. With fixed regressors and correlated errors, the conventional wisdom is to modify the variance-covariance est…
stat.ME2024
Multivariate Inference of Network Moments by Subsampling
Mingyu Qi, Chen-Wei Hua, Tianxi Li +1
Network moments--rescaled counts of motifs such as stars and triangles--are fundamental summaries of network structure, widely used in goodness-of-fit testing, model selection, and…
stat.ME2024
Optimal Nonparametric Inference on Network Effects with Dependent Edges
Wenqin Du, Yuan Zhang, Wen Zhou
Testing network effects in weighted directed networks is a foundational problem in econometrics, sociology, and psychology. Yet, the prevalent edge dependency poses a significant m…