報告題目：Empirical likelihood in semiparametric models (2)
報 告 人：薛留根 教授 北京工業大學
報告時間：2020年7月23日 10:20-11:20
報告地點：騰訊會議ID：691 621 889
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https://meeting.tencent.com/s/tN7KCVoSyzCa
校内聯系人：程建華 chengjh@jlu.edu.cn
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.
報告人簡介：
薛留根，北京工業大學教授，博士生導師。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。主要研究興趣為非參數與半參數模型的統計推斷、複雜數據分析與建模、經驗似然等。主持國家和省部級科研項目15項。出版著作8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》等學術期刊上發表學術論文240餘篇，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1項，獲全國統計科學研究優秀成果一等獎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以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。
