Empirical likelihood for single-index models with responses missing at random

发布日期: 2016-11-10  作者:    浏览次数: 93 


上海师范大学数理学院
学术讲座

报告人:薛留根(北京工业大学应用数理学院教授、博导、统计学系主任)

题目:Empirical likelihood for single-index models with responses missing at random

时间:20161112(周六)上午930 - 1030

地点:数理学院3号楼三楼报告厅

欢迎概率论与数理统计专业研究生、应用统计专业研究生、 数学教师参加。

 

报告摘要: The missing response problem in single-index models is studied, and a bias-correction method to infer the index coefficients is developed. Two weighted empirical log-likelihood ratios with asymptotic chi-square is derived, and the corresponding empirical likelihood confidence regions for the index coefficients are constructed. In addition, the estimators of the index coefficients and the link function are defined, and their asymptotic normalities are proved. A simulation study is conducted to compare the empirical likelihood and the normal approximation based method in terms of coverage probabilities and average lengths of confidence intervals. A real example illustrates our methods.

 

报告人简介: 薛留根,1995年破格晋升为教授,2001年批准为博士生导师,现任统计学系主任。主要学术兼职有:中国数学会概率统计学会常务理事,中国现场统计研究会理事及生存分析分会副理事长等。主持完成和在研的国家和省部级科研项目13出版著作8部(独著6部),其中3部专著。在Journal of the American Statistical AssociationJournal of the Royal Statistical SocietySeries B》、The Annals of Statistics》、Biometrika》等国内外学术期刊上发表学术论文200余篇,被SCI他引200余次,其中2篇属高被引论文获教育部自然科学二等奖1项,获全国统计科学研究优秀成果奖一等奖和二等奖各1项。指导的研究生中1人获北京市优秀博士学位论文及全国优秀博士学位论文提名奖,1人获全国统计科学研究优秀成果博士学位论文二等奖。


 
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