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Permutation Inference under Dependence

Presenter
August 23, 2023
Event: 44757
Abstract
This paper studies permutation tests for dependent data. Under a weak dependence structure, we prove the asymptotic validity of block-wise permutation tests using studentization and the self- normalized test statistics, where the block size is not a function of the sample size. Monte Carlo simulation exercises confirm that both the studentized and the self- normalized block-wise permutation tests have the correct test sizes with moderate degrees of dependence.