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Testing for equivalence of pre-trends in Difference-in-Differences estimation
The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before the treatment.
Reproducing kernel Hilbert spaces, polynomials and the classical moment problems
This question is then related to the determinacy of the Hamburger moment problem for the spectral measure corresponding to the kernel.
Statistics Theory Numerical Analysis Numerical Analysis Statistics Theory
Optimal designs for comparing regression curves -- dependence within and between groups
The advantages of the new approach are illustrated by means of a simulation study, where it is shown that the use of the optimal designs yields substantially narrower confidence bands than the application of uniform designs.
Statistics Theory Methodology Statistics Theory
Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions
In this paper, we characterise the exact sampling distribution of the estimated optimal portfolio weights and their characteristics.
Relevant change points in high dimensional time series
In particular, using Gaussian approximations for the maximum of a large number of dependent random variables, we show that on certain points of the boundary of the null hypothesis a standardised version of the maximum converges weakly to a Gumbel distribution.
Time Series Analysis
Statistics Theory
Statistics Theory
