아래와 같이 계량 세미나 계획을 알려 드립니다.
We are going to have an econometric seminar as follows.
-Speaker : National University of Singapore, 서주원 교수 (Prof. Juwon Seo)
-Title : “Nonparametric tests for dependence patterns”
-Time : 6월 10일 (June 10) 5:00-6:30 pm
-Place : 고려대학교 정경관 509A호 (Political Science and Economics Building 509A)
-Abstract :
We propose new nonparametric tests of distributional symmetry.
Unlike existing tests based on the bootstrap, our tests achieve exact size control in finite samples and do not require the specification of a tuning parameter.
Our procedure can be used to test general forms of distributional symmetry including exchangeability and radial symmetry of copulas.
Simulations are used to assess the finite sample size and power of our test and of related procedures.
세미나 후 저녁 식사가 예정되어 있습니다. 많은 참석 부탁드립니다.
There will be a dinner with the speaker after the seminar.
아래와 같이 계량 세미나 계획을 알려 드립니다.
We are going to have an econometric seminar as follows.
-Speaker : National University of Singapore, 서주원 교수 (Prof. Juwon Seo)
-Title : “Nonparametric tests for dependence patterns”
-Time : 6월 10일 (June 10) 5:00-6:30 pm
-Place : 고려대학교 정경관 509A호 (Political Science and Economics Building 509A)
-Abstract :
We propose new nonparametric tests of distributional symmetry.
Unlike existing tests based on the bootstrap, our tests achieve exact size control in finite samples and do not require the specification of a tuning parameter.
Our procedure can be used to test general forms of distributional symmetry including exchangeability and radial symmetry of copulas.
Simulations are used to assess the finite sample size and power of our test and of related procedures.
세미나 후 저녁 식사가 예정되어 있습니다. 많은 참석 부탁드립니다.
There will be a dinner with the speaker after the seminar.