報告題目: Testing Multivariate Quantile by Empirical Likelihood
報告時間💇♀️:2019年4月15日15:00
報告地點:凯捷体育注册335會議室
摘要:In the paper, a new method called mean-of-quantile is introduced to estimate multivariate quantiles. The consistency and asymptotic normality of mean-of-quantile estimators are investigated. Furthermore, we apply empirical likelihood to mean-of-quantile estimators. The effectiveness of new method are illustrated by Monte Carlo simulations and an empirical example.
主講人簡介🤷🏼♀️🏌🏼♂️:周望,新加坡國立大學終身教授,博士生導師。主要從事統計學的理論與應用研究,在高維數據估計、高維數據檢驗、數據降維🗯、大維數據隨機矩陣領域取得了重要的成果。迄今為止👨🏽🦲,在Annals of Statistics, Journal of American Statistical Association, Journal of Royal Statistical Society(B), Biometrika, Bernoulli, Journal of Econometrics🚵🏽♂️,Trans. Amer. Math. Soc.🫥,Annals of Probability🤸🏻,Annals of Applied Probability等國際頂級期刊發表論文近60篇🧚♂️。2012年成為國際統計學會(Elected Member of International Statistical Institute)當選成員。