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統計學院專家報告:北京工業大學薛留根教授學術報告

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報告題目: Empirical likelihood in semiparametric models

報告人:薛留根教授

報告摘要:

In this talk, we discuss the empirical likelihood based inference problem in semiparametric models. Firstly, we investigate the empirical likelihood based inference for the parameters in a partially linear single-index model. we propose a bias correction method to achieve that the empirical likelihood ratio has standard chi-square limit. Secondly, we investigate the empirical likelihood-based inference for a varying coefficient model with longitudinal data. we propose three empirical likelihood ratios: the naive empirical likelihood ratio, the mean-corrected empirical likelihood ratio and the residual-adjusted empirical likelihood ratio, and show that these ratios have chi-square limits. In addition, when some components are of particular interest, we suggest the mean-corrected and residual-adjusted partial empirical likelihood ratios for the construction of the confidence regions/intervals. A simulation study is undertaken to compare the empirical likelihood and the normal approximation methods in terms of coverage accuracies and average areas/widths of confidence regions/intervals. An example in epidemiology is used for illustration.

報告時間2019年6月10日 16:30--17:30

報告地點:統計學院213會議室

報告人簡介:薛留根,教授,博士生導師,北京工業大學統計學一級學科博士點負責人。主要學術兼職:中國現場統計研究會理事及生存分析分會副理事長等。主持完成和在研的國家和省部級科研項目15項。出版著作8部(獨著6部),其中3部專著。在《Journal of the American Statistical Association》、《Journal of the Royal Statistical Society,Series B》、《The Annals of Statistics》、《Biometrika》等國內外學術期刊上發表學術論文200余篇,其中2篇為高被引論文。以第一完成人獲教育部自然科學二等獎和全國統計科學研究優秀成果一等獎各1項。已招收研究生65人,其中博士研究生20人,碩士研究生45人;指導的研究生中1人獲北京市優秀博士學位論文及全國優秀博士學位論文提名獎,1人獲全國統計科學研究優秀成果博士學位論文二等獎。

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