Clearing 2021
Event

Permutation Tests at Nonparametric Rates by EunYi Chung

Join Dr EunYi Chung for an online event, part of the Econometrics Research Seminar Series, Summer Term 2021

  • Wed 16 Jun 21

    16:00 - 17:30

  • Colchester Campus

    Zoom

  • Event speaker

    Dr EunYi Chung

  • Event type

    Lectures, talks and seminars
    Econometrics Research Seminar Series

  • Event organiser

    Economics, Department of

Join Dr EunYi Chung as they present their research on Permutation Tests at Nonparametric Rates

Permutation Tests at Nonparametric Rates by EunYi Chung

Join us for this Econometrics Research Seminar, Summer Term 2021

Dr EunYi Chung from the Department of Economics, University of Illinois Urbana Champaign will present their research on Permutation Tests at Nonparametric Rates.

Abstract

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests for equality of parameters that are estimated at root-n or slower rates. Our general framework applies to both parametric and nonparametric models, with two samples or one sample split into two subsamples. Our tests have correct size asymptotically while preserving exact size in finite samples when distributions are equal. They have no loss in local-asymptotic power compared to tests that use asymptotic critical values. We propose confidence sets with correct coverage in large samples that also have exact coverage in finite samples if distributions are equal up to a transformation. We apply our theory to four commonly-used hypothesis tests of nonparametric functions evaluated at a point. Lastly, simulations show good finite sample properties of our tests.

This seminar will be held via webinar on Zoom at 4pm on Wednesday 16th June. This event is open to all levels of study and is also open to the public. To register your place and gain access to the webinar, please contact the seminar organisers.

This event is part of the Econometrics Research Seminar Series.

 

Contact the seminar organisers
Contact the seminar organisers
Neslihan Sakarya Department of Economics
University of Essex
Department of Economics University of Essex
Wivenhoe Park, Colchester, Essex, CO4 3SQ
Telephone: 01206 872728

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