This was part of Permutation and Causal Inference

Permutation Inference under Dependence

EunYi Chung, University of Illinois at Urbana-Champaign

Wednesday, August 23, 2023



Slides
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.