Diebold-Mariano test statistic converges to a stable non-Gaussian limit under infinite-variance loss differentials, and subsampling yields valid inference without estimating long-run variance or tail index.
Econometrica , volume =
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Standard OLS fairness tests for deterministic pricing algorithms use invalid standard errors; corrected estimators reveal that all 34 tested Illinois auto insurers discriminate against minority zip codes.
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Fairness Testing for Algorithmic Pricing
Standard OLS fairness tests for deterministic pricing algorithms use invalid standard errors; corrected estimators reveal that all 34 tested Illinois auto insurers discriminate against minority zip codes.