The Nonexistence of Certain Statistical Procedures in Nonparametric Problems

Cited in

(58)

Discussion of ``Statistics on manifolds \dots by R. Bhattacharya and V. Patrangenaru
Generalized C() tests with nonstandard convergence rates
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Empirically relevant critical values for hypothesis tests: A bootstrap approach
Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
Inference for the mode of a log-concave density
Infinite diameter confidence sets in Hedges' publication bias model
Covariate-adjusted Fisher randomization tests for the average treatment effect
Some impossibility results for inference with cluster dependence with large clusters
Difficulties in testing for capital overaccumulation
Reliable inference for the Gini index
Nonparametric tests for the mean of a non-negative population
Distribution-free conditional median inference
Inference for identifiable parameters in partially identified econometric models
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
Impossible inference in econometrics: theory and applications
A new approach to tests and confidence bands for distribution functions
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Anytime-valid t -tests and confidence sequences for Gaussian means with unknown variance
Minimax regret treatment choice with finite samples
Conformal prediction: a unified review of theory and new challenges
Statistical inference in the presence of heavy tails
Catoni-style confidence sequences for heavy-tailed mean estimation
Multivariate log-concave distributions as a nearly parametric model
EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE
Coverage error optimal confidence intervals for local polynomial regression
Robust estimation: A condensed partial survey
Finite-sample exact tests for linear regressions with bounded dependent variables
The nonexistence of confidence sets for discontinuous functionals.
Optimal -correct best-arm selection for heavy-tailed distributions
Time-uniform central limit theory and asymptotic confidence sequences
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
The bootstrap and hypothesis tests in econometrics
Brittleness of Bayesian inference under finite information in a continuous world
Empirical Bernstein and betting confidence intervals for randomized quasi-Monte Carlo
Conical FDH estimators for testing returns to scale and making inference about changes in productivity
Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach
On the brittleness of Bayesian inference
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
On standardness: estimation of the standardness constant and decidability aspects
Some properties of tests for parameters that can be arbitrarily close to being unidentified
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
The limits of assumption-free tests for algorithm performance
On nonparametric inference in the regression discontinuity design
Nonparametric bootstrap confidence sets for the quantile ratio
Median regularity and honest inference
Demystifying Statistical Learning Based on Efficient Influence Functions
On consistent hypothesis testing
On some statistical problems requiring purely sequential sampling schemes
On the uniform asymptotic validity of subsampling and the bootstrap
Adaptation bounds for confidence bands under self-similarity
On locally uniformly linearizable high breakdown location and scale functionals
Can the finiteness of a mean be tested?
Bi-log-concave distribution functions
Estimating the number of classes
Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
Can coverage of confidence intervals be used to judge the goodness of point estimators in finite population double sampling?
Finite sample nonparametric inference and large sample efficiency.

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