3 papers
math.ST2023
Estimation and convergence rates in the distributional single index model
Fadoua Balabdaoui, Alexander Henzi, Lukas Looser
The distributional single index model is a semiparametric regression model in which the conditional distribution functions of a real-valued o…
stat.ME2023
Invariant Probabilistic Prediction
Alexander Henzi, Xinwei Shen, Michael Law +1
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of t…
stat.ME2023
A Rank-Based Sequential Test of Independence
Alexander Henzi, Michael Law
We consider the problem of independence testing for two univariate random variables in a sequential setting. By leveraging recent developments on safe, anytime-valid inference, we…