MEASURING AND TESTING FOR INTERVAL QUANTILE DEPENDENCE

讲座名称: MEASURING AND TESTING FOR INTERVAL QUANTILE DEPENDENCE
讲座时间 2017-12-08
讲座地点 理科楼408
讲座人 朱利平
讲座内容
讲座题目:MEASURING AND TESTING FOR INTERVAL QUANTILE DEPENDENCE
讲座时间:10:30,2017-12-8(星期五)
讲座地点:理科楼408
讲座人:朱利平,中国人民大学教授
讲座摘要:
We introduce the notion of interval quantile independence which generalizes the notions of statistical independence and quantile independence. We suggest an index to measure and test departure from interval quantile independence.  The proposed index is invariant to monotone transformations, nonnegative and equals zero if and only if the interval quantile independence holds true. We suggest a moment estimate to implement the test. The resultant estimator is root-$n$-consistent if the index is positive and $n$-consistent otherwise, leading to a consistent test of interval quantile independence. The asymptotic distribution of the moment estimator is free of parent distribution, which facilitates to decide the  critical values for  tests of interval quantile independence.

 

讲座人介绍

朱利平博士,中国人民大学教授,博士生导师。2006年于华东师范大学取得博士学位,2015年获得国家自然科学基金委优秀青年基金项目资助,同年入选中组部万人计划青年拔尖人才计划,2013年入选教育部新世纪优秀人才计划等。朱利平博士一直从事统计理论以及应用研究,研究兴趣涉及半参数建模,高维数据分析,充分降维以及变量选择等领域,曾在The Annals of Statistics,Journal of the Royal Statistical Society Series B,Journal of the American Statistical Association, Biometrika等统计顶级期刊发表学术论文多篇。

 

讲座视频 暂无视频

(转载文章,请注明出处: 西安交通大学学术资源平台 http://meeting.xjtu.edu.cn)

如果您有学术信息和动态,欢迎投稿,wuxuan@mail.xjtu.edu.cn。我们将在第一时间确认并收录