Dear all, 

We are extremely pleased to invite you to our next  seminar of Seminar series in Statistics and Data Science.

 Speaker: Adam Lee, Assistant Professor, Department of Data Science & Analytics, BI Norwegian Business School

 Title: Locally robust and efficient tests for non-regular semiparametric models

 When? Tuesday 21.11.2023, 09:15-10:15

 Where?  Erling Svedrups plass and Zoom https://uio.zoom.us/j/64061448393?pwd=L21KWjZxbFpWZDY4N3RBTUZHLzVvQT09 

Abstract: 

This paper considers hypothesis testing in semiparametric models which may be non – regular for certain values of a (potentially infinite dimensional) nuisance parameter. In such models no (locally) regular estimator of the parameter of interest exists. The situation for testing is somewhat different: I establish that $C(\alpha)$ – style test statistics achieve their limiting distributions in a (locally) regular manner under mild conditions, leading to tests with correct size in situations where standard tests fail to control size. Additionally, I characterise the appropriate limit experiment in which to study local (asymptotic) optimality of tests in the case where the efficient information matrix is singular. This permits the generalisation of classical power bounds to the non – regular case. I provide appropriate statements of these bounds and give conditions under which they are attained by the proposed $C(\alpha)$ – style 

Welcome!

Best regards,
Sven Ove Samuelsen & Aliaksandr Hubin