云亭数学讲坛2021第30讲——薛留根教授

文章来源:bat365在线平台官网登录发布日期:2021-06-30浏览次数:458

应bat365在线平台官网登录邀请,北京工业大学数理学院薛留根教授将为bat365官网师生作学术报告。

报告题目Empirical likelihood for partially linear single-index models with missing observations

报告摘要In this talk, we study the empirical likelihood for a partially linear single-index model with a subset of covariates and response missing at random. By using the bias-correction and the imputation method, two empirical log-likelihood ratios are proposed such that any of two ratios is asymptotically chi-squared. Two maximum empirical likelihood estimates of the index coefficients and the estimator of link function are constructed, their asymptotic distributions and optimal convergence rate are obtained. It is proved that our methods yield asymptotically equivalent estimators for the index coefficients. An important feature of our methods is their ability to handle missing response and/or partially missing covariates. In addition, we study the estimation and empirical likelihood for two special cases---the single-index model and partially linear model with observations are missing at random. A simulation study indicates that the proposed methods are comparable for bias and standard deviation, as well as in terms of coverage probabilities and average areas (lengths) of confidence regions (intervals). The proposed methods are illustrated by an example of real data.

报告时间202174日下午16:00

报告地点:教学9号楼C311会议室

邀 请 人:田玉柱副教授

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报告人简介

薛留根,北京工业大学教授,博士生导师。主要学术兼职:中国现场统计研究会理事及生存分析分会副理事长等。研究方向:非参数统计与数据分析。主要研究兴趣包括:非参数与半参数模型的统计推断、复杂数据的统计分析与建模、经验似然等。主持国家和省部级科研项目15项,其中连续5次获国家自然科学基金资助。在《Annals of Statistics》《JASA》《JRSSB》《Biometrika》等学术期刊上发表论文200余篇,其中3篇为高被引论文。出版著作8部,其中4部专著。以第一完成人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一等奖1项。已培养博士研究生20人、硕士研究生45人;在指导的研究生中,1人获北京市优秀博士学位论文以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博士学位论文二等奖。