Zobrazeno 1 - 5
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pro vyhledávání: '"Eun Yi Chung"'
Autor:
Mauricio Olivares, Eun Yi Chung
Publikováno v:
Journal of Econometrics. 225:148-174
This paper proposes an asymptotically valid permutation test for heterogeneous treatment effects in the presence of an estimated nuisance parameter. Not accounting for the estimation error of the nuisance parameter results in statistics that depend o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71c06d3d7a444a3b5d1bec24d9ee10a4
https://doi.org/10.1016/j.jeconom.2020.09.015
https://doi.org/10.1016/j.jeconom.2020.09.015
Autor:
Eun Yi Chung, Joseph P. Romano
Publikováno v:
Journal of Econometrics. 193:76-91
In this article, we consider the use of permutation tests for comparing multivariate parameters from two populations. First, the underlying properties of permutation tests when comparing parameter vectors from two distributions P and Q are developed.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6cdc4b30accbc6daa04119bf1471956
https://doi.org/10.1016/j.jeconom.2016.01.003
https://doi.org/10.1016/j.jeconom.2016.01.003
Autor:
Eun Yi Chung
Publikováno v:
Statist. Sci. 32, no. 3 (2017), 349-351
Although both Fisher’s and Neyman’s tests are for testing “no treatment effects,” they both test fundamentally different null hypotheses. While Neyman’s null concerns the average casual effect, Fisher’s null focuses on the individual caus
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::788c59b2ded973d8aac331f38b842779
https://doi.org/10.1214/16-sts590
https://doi.org/10.1214/16-sts590
Autor:
Joseph P. Romano, Eun Yi Chung
Publikováno v:
Ann. Statist. 41, no. 2 (2013), 484-507
Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as their means
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d81b6cbc56ea40b85ed37031e7c96350
Autor:
Eun Yi Chung
Given independent samples from P and Q; two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P = Q: On the other hand, when comparing or testing particular parameters of P and Q; such as their means or qua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5475943dfbd9bc9b8d193152411dc3f9
http://www-siepr.stanford.edu/repec/sip/12-026.pdf
http://www-siepr.stanford.edu/repec/sip/12-026.pdf