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创源大讲堂学术讲座--钱莲芬教授

ag网站亚游登录:   作者:郑海涛     日期:2014-06-29 00:00:00   点击数:  

ag亚集团官方网站创源大讲堂研究生学术讲座

 

讲座题目Efficient empirical likelihood inference in partial linear

                   models for longitudinal data

报告人 钱莲芬教授,佛罗里达大西洋大学统计系

主持人:   殷向荣教授
讲座时间:  2014年6月30日下午2:30

讲座地点:  犀浦校区二号教学楼X2511

内容简介:In analyzing longitudinal data, within-subject correlations are a major factor that affects statistical efficiency. Working with a partially linear model for longitudinal data, we consider a subject-wise empirical likelihood based method that takes the within-subject correlations into consideration to estimate the model parameters efficiently. A nonparametric version of the Wilks theorem for the limiting distribution of the empirical likelihood ratio, which relies on a kernel regression smoothing method to properly center data, is derived. On the other hand, counter-intuitively, adjusting for within-subject correlations is unnecessary when estimating the nonparametric baseline function. A simulation study and an application are reported to investigate the finite sample properties of the proposed method and compare it with the block empirical likelihood method. These numerical results demonstrate the usefulness of the proposed method.

 

主讲人简介

      钱莲芬,现任职佛罗里达大西洋大学数理统计系,统计专业主任和教授。浙江省”千人计划”人才和省特聘专家,温州大学特聘教授和统计研究所所长。1984年本科毕业于杭州大学数学系并留校任教。于1991留美,1996年获美国密歇根州立大学统计系哲学(理学)博士学位。在统计学领域主要研究方向是变点理论及变点理论在金融统计,生物统计,环境统计,软件工程和基因分类中的应用。出版专著一部发表学术论文40多篇,包括统计学的顶级期刊Biometrika,以及其它统计一流期刊等。指导过多位博士和硕士研究生,Advances and Applications in Statistics等统计期刊的副主编和评审员, MathSciNet and Technometrics评论员。

 

 

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