北京科学与工程计算研究院学术报告之五十九

报告人/Speaker: 彭衡 教授, 香港浸会大学


报告题目/Title: Local Average Estimation and Inferences for VaryingCoefficient Models


时间/Date & Time: June 11, 2018, 16:00-17:00


地点/Venue:北京科学与工程计算研究院M842报告厅


报告摘要/Abstract

Thevarying coefficient model is very popular in the application of finance,economics, medical science and many other areas, but the estimation andinference process are quite compute-intensive. This paper presents a localaverage method to reduce the computation burden. The estimation for the varyingcoefficients is discussed and is extended to the partially linear varyingcoefficient model. Furthermore, three testsare brought out to checkwhether certain coefficient is constant or evensignicant. The proposed tests are very easy to implement and theirasymptotically distributions under null hypothesis have been deduced.Simulations and real data application are also studied to illustrate the localaverage method.


报告人简介/About the speaker:

彭衡,博士,先后毕业于中国科技大学少年班、香港中文大学,师从著名统计学家范剑青教授。曾为美国普林斯顿大学博士后,现为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,兼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 StatisticsJASABiometrika等国际著名统计学杂志发表40余篇高质量论文,其中统计四大杂志发表8篇论文,大部分是高引用论文,谷歌索引次数达1500多次。担任国际期刊Statistica SinicaComputationalStatistics & 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。