2 papers
econ.EM2024
Randomization Inference: Theory and Applications
David M. Ritzwoller, Joseph P. Romano, Azeem M. Shaikh
We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referre…
econ.EM2023
Reproducible Aggregation of Sample-Split Statistics
David M. Ritzwoller, Joseph P. Romano
Statistical inference is often simplified by sample-splitting. This simplification comes at the cost of the introduction of randomness not native to the data. We propose a simple p…