[Statlist] Reminder: ETH/UZH Research Seminar on Statistics by Yuhao Wang, Tsinghua University -- ETH Zurich, 2 October 2025

[Maurer Letizia]

We are glad to announce and invite you to the following talk in the ETH/UZH Research Seminar on Statistics:

„Residual permutation test for regression coefficient testing“  

by Yuhao Wang, Tsinghua University

Date and Time: Thursday, 2 October 2025 at 15.15 h
Place: ETH Zurich, HG G 43

Abstract: We consider the problem of testing whether a single coefficient is equal to zero in linear models when the dimension of covariates p can be up to a constant fraction of sample size n. In this regime, an important topic is to propose tests with finite-sample valid size control without requiring the noise to follow strong distributional assumptions. In this paper, we propose a new method, called the residual permutation test (RPT), which is constructed by projecting the regression residuals onto the space orthogonal to the union of the column spaces of the original and permuted design matrices. RPT can be proved to achieve finite-sample size validity under fixed design with just exchangeable noises, whenever p < n/2. Moreover, RPT is shown to be asymptotically powerful for heavy-tailed noises with bounded (1+t) th order moment when the true coefficient is at least of order n−t/(1+t) for t∈ [0,1]. We further proved that this signal size requirement is essentially rate-optimal in the minimax sense. Numerical studies confirm that RPT performs well in a wide range of simulation settings with normal and heavy-tailed noise distributions.

Seminar website, https://math.ethz.ch/sfs/news-and-events/research-seminar.html


Organisers:  A. Bandeira, P. Bühlmann, Y. Chen, R. Furrer, L. Held, T. Hothorn, D. Kozbur,  J. Peters,  M. Wolf, J. Ziegel