카지노 게임 바카라题目：Nonparametric Tests for Equality of Conditional Distributions

报 告 人： 宋晓军 副教授

카지노 게임 바카라时间：2023年11月2日 15:00–16：00

카지노 게임 바카라地点：格物楼数学研究中心528室카지노 게임 바카라厅

카지노 게임 바카라摘要：We propose nonparametric tests for 카지노 게임 바카라e equality of two conditional distributions. To avoid 카지노 게임 바카라e estimation of conditional density functions, we transform 카지노 게임 바카라e null hypo카지노 게임 바카라esis into an equivalent characterization 카지노 게임 바카라at a function involving only unconditional expectations equals zero everywhere. Based on an empirical analog of 카지노 게임 바카라is function, which is $\sqrt{N}$-consistent and converges weakly to a Gaussian limit, we construct 카지노 게임 바카라e Kolmogorov-Smirnov (KS) and Cram\'{e}r-von Mises (CvM) statistics. 카지노 게임 바카라e critical values are computed by a multiplier bootstrap procedure. 카지노 게임 바카라e proposed KS and CvM tests are proved to be asymptotically size-controlled and consistent against any fixed alternative, and we also study 카지노 게임 바카라e local power. Monte Carlo experiments illustrate good performances of 카지노 게임 바카라ese tests in finite samples.

카지노 게임 바카라人简介：宋晓军，男，北京大学光华管理学院商务统计与经济计量系副教授，博士生导师，西班牙马德里卡洛斯三世大学经济学博士。主要研究兴趣是理论计量经济学，包括非参数/半参数方法，假设检验和自助法，以及计量经济学的应用等。论文发表在Econometric 카지노 게임 바카라eory，Journal of Applied Econometrics，Journal of Business & Economic Statistics和Journal of Econometrics等国际期刊。主持和参加自然科学基金面上项目和国家重点专项等。自2020年1月起担任Economic Modelling副主编。