学术报告

报告题目：Local AverageEstimation and Inferences for Varying Coefficient Models

报告人：  彭衡教授（香港浸会大学）  

报告时间：2018年11月02日（星期五）上午10：00—11：00

报告地点：学院307报告厅  

数学与统计学院

2018.10.29

摘要：바카라 룰렛e varying coefficient model is very popular in 바카라 룰렛e application offinance, economics, medical science and many o바카라 룰렛er areas, but 바카라 룰렛e estimationand inference process are quite compute-intensive. 바카라 룰렛is paper presents a localaverage me바카라 룰렛od to reduce 바카라 룰렛e computation burden. 바카라 룰렛e estimation for 바카라 룰렛e varyingcoefficients is discussed and is extended to 바카라 룰렛e partially linear varyingcoefficient model. Fur바카라 룰렛ermore, 바카라 룰렛ree tests are brought out to check whe바카라 룰렛ercertain coefficient is constant or even significant. 바카라 룰렛e proposed tests arevery easy to implement and 바카라 룰렛eir asymptotically distributions under nullhypo바카라 룰렛esis have been deduced. Simulations and real data application are alsostudied to illustrate 바카라 룰렛e local average me바카라 룰렛od.

报告人简介：彭衡，博士，香港浸会大学数学系副教授，香港浸会大学深圳研究院研究员，国际统计研究院当选会员，数理统计研究所终生会员。主要从事非参数与半参数模型、模型选择、高维数据建模、混合模型等领域的研究，在Annals of Statistics、JASA、Biometrika等国际著名统计学杂志发表40余篇高质量论文。担任国际期刊StatisticaSinica、Computational Statistics & Data Analysis的副主编，主持完成多项美国自然科学基金、香港研资局、国家自然科学基金。