[ABE-L] Divulgação de seminário do professor Giuseppe Cavaliere no PPGEst UFRGS

[Gabriela Cybis]

Caros

O PPGEst UFRGS tem o prazer de divulgar o seminário do professor Giuseppe Cavaliere (University of Bologna) no dia 27 de outubro (sexta-feira). O seminário será presencial. Seguem os dados do seminário



Título: Bootstrap inference in the presence of bias


Resumo: We consider bootstrap inference for estimators which are (asymptotically) biased. We show that, even when the bias term cannot be consistently estimated, valid inference can be obtained by proper implementations of the bootstrap. Specifically, we show that the prepivoting approach of Beran (1987, 1988), originally proposed to deliver higher-order refinements, restores bootstrap validity by transforming the original bootstrap p-value into an asymptotically uniform random variable. We propose two different implementations of prepivoting (plug-in and double bootstrap), and provide general high-level conditions that imply validity of bootstrap inference. To illustrate the practical relevance and implementation of our results, we discuss five examples: (i) inference on a target parameter based on model averaging; (ii) ridge-type regularized estimators; (iii) nonparametric regression; (iv) a location model for infinite variance data; and (v) dynamic panel data models.


Link do artigo: https://arxiv.org/abs/2208.02028 <https://arxiv.org/abs/2208.02028>

Palestrante: Giuseppe Cavaliere (University of Bologna)

Mediador: Flávio Ziegelmann

Data: 27 de Outubro de 2023 (sexta-feira)
Horário: 13h30min 
Local: Sala A101 do Instituto de Matemática e Estatística da UFRGS (Av. Bento Gonçalves, 9500 Prédio 43-111)

 
Muito obrigada
 
Gabriela Cybis
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