Decoupling and randomization for double-indexed permutation statistics
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Holger Sambale & Arthur Sinulis, 2022. "Concentration Inequalities on the Multislice and for Sampling Without Replacement," Journal of Theoretical Probability, Springer, vol. 35(4), pages 2712-2737, December.
- Fang Han, 2024. "An Introduction to Permutation Processes (version 0.5)," Papers 2407.09664, arXiv.org.
- Holger Dette & Karl F. Siburg & Pavel A. Stoimenov, 2013. "A Copula-Based Non-parametric Measure of Regression Dependence," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(1), pages 21-41, March.
- Lihua Lei & Peng Ding, 2021. "Regression adjustment in completely randomized experiments with a diverging number of covariates [Covariance adjustments for the analysis of randomized field experiments]," Biometrika, Biometrika Trust, vol. 108(4), pages 815-828.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fang Han, 2024. "An Introduction to Permutation Processes (version 0.5)," Papers 2407.09664, arXiv.org.
- Mona Azadkia & Leihao Chen & Fang Han, 2025. "Bias correction for Chatterjee's graph-based correlation coefficient," Papers 2508.09040, arXiv.org, revised Jan 2026.
- Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter, 2024. "On comprehensive families of copulas involving the three basic copulas and transformations thereof," Dependence Modeling, De Gruyter, vol. 12(1), pages 1-36.
- Junker, Robert R. & Griessenberger, Florian & Trutschnig, Wolfgang, 2021. "Estimating scale-invariant directed dependence of bivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
- Shih, Jia-Han & Emura, Takeshi, 2021. "On the copula correlation ratio and its generalization," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
- Lihua Lei, 2024. "Causal Interpretation of Regressions With Ranks," Papers 2406.05548, arXiv.org.
- Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023.
"Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
- Azadkia, Mona & Chatterjee, Sourav, 2021. "A simple measure of conditional dependence," LSE Research Online Documents on Economics 125584, London School of Economics and Political Science, LSE Library.
- Fuchs, Sebastian & Tschimpke, Marco, 2024. "A novel positive dependence property and its impact on a popular class of concordance measures," Journal of Multivariate Analysis, Elsevier, vol. 200(C).
- Zhexiao Lin & Fang Han, 2023. "On the failure of the bootstrap for Chatterjee's rank correlation," Papers 2303.14088, arXiv.org, revised Apr 2023.
- Wang, Ya & Fang, Linjiajie & Jing, Bingyi, 2024. "Adapted Chatterjee correlation coefficient," Statistics & Probability Letters, Elsevier, vol. 215(C).
- Myung Hwan Seo & Yoichi Arai & Taisuke Otsu, 2021.
"Regression Discontinuity Design with Potentially Many Covariates,"
Working Paper Series
no142, Institute of Economic Research, Seoul National University.
- Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022. "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series 626, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Papers 2109.08351, arXiv.org, revised Feb 2024.
- Jiang, Liang & Li, Liyao & Miao, Ke & Zhang, Yichong, 2025.
"Adjustments with many regressors under covariate-adaptive randomizations,"
Journal of Econometrics, Elsevier, vol. 249(PB).
- Liang Jiang & Liyao Li & Ke Miao & Yichong Zhang, 2023. "Adjustment with Many Regressors Under Covariate-Adaptive Randomizations," Papers 2304.08184, arXiv.org, revised Feb 2025.
- Haoge Chang, 2023. "Design-based Estimation Theory for Complex Experiments," Papers 2311.06891, arXiv.org, revised May 2025.
- Griessenberger Florian & Trutschnig Wolfgang, 2022. "Maximal asymmetry of bivariate copulas and consequences to measures of dependence," Dependence Modeling, De Gruyter, vol. 10(1), pages 245-269, January.
- Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang, 2022.
"Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance,"
Papers
2201.13004, arXiv.org, revised Jun 2023.
- Jian, L. & Linton, O. B. & Tang, H. & Zhang, Y., 2023. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Cambridge Working Papers in Economics 2366, Faculty of Economics, University of Cambridge.
- Wang, Li & Zhou, Hongyi & Ma, Weidong & Yang, Ying, 2025. "A conditional distribution function-based measure for independence and K-sample tests in multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 205(C).
- Liqi Xia & Ruiyuan Cao & Jiang Du & Jun Dai, 2025. "Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient," Statistical Papers, Springer, vol. 66(1), pages 1-32, January.
- Zhang, Qingyang, 2023. "On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient," Statistics & Probability Letters, Elsevier, vol. 194(C).
- Ansari Jonathan & Rockel Marcus, 2024. "Dependence properties of bivariate copula families," Dependence Modeling, De Gruyter, vol. 12(1), pages 1-36.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2601.20018. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/arx/papers/2601.20018.html