2 papers
stat.ME2026
A Powerful Bootstrap Test of Independence in High Dimensions
Mauricio Olivares, Tomasz Olma, Daniel Wilhelm
This paper proposes a nonparametric test of pairwise independence of one random variable from a large pool of other random variables. The test statistic is the maximum of several C…
econ.EM2025
Inference for Rank-Rank Regressions
Denis Chetverikov, Daniel Wilhelm
The slope coefficient in a rank-rank regression is a popular measure of intergenerational mobility. In this article, we first show that commonly used inference methods for this slo…