4 papers
Improved E-Value Thresholds with Applications to Multiple and Sequential Testing
Jiayi Shen, Houzhen Liu, Qirun Zeng +4
E-values provide a flexible framework for statistical inference, but the universal threshold can be conservative when the null distribution has additional structure. We study…
Testing Conditional Stochastic Dominance via Copula Derivatives
Weiqi Yang, Weiwei Zhuang, Xiaojun Song
Comparing two populations at the same physical covariate value requires more than conditional means or isolated target-point decisions: researchers may need evidence about an entir…
Multidimensional Stochastic Dominance Test Based on Center-outward Quantiles
Yiming Ma, Hang Liu, Weiwei Zhuang
Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging…
Bootstrap Consistency for Empirical Likelihood in Density Ratio Models
Weiwei Zhuang, Weiqi Yang, Jiahua Chen
We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL es…