学术报告：Partial Consistency and Its Applications to Semiparametric Regression Model

报告时间：12月31日（星期三）上午10:00-12:00

报告地点：沙河校区，学院1号楼102会议室

主持人：盖玉洁教授

报告人：彭衡，香港浸会⼤学，教授

报告摘要：For semiparametric regression models, the nonparametric components are often used to reduce the bias of the regression models and improve the stability of the estimate of parametric components in the regression models. Motivated by the partial consistency phenomena which were proposed by Neyman and Scott(1948), regarding the nonparametric components in the model as the so-called incidental parameters and utilizing recent theoretical results in high dimensional statistical modeling, a flexible yet computationally simple approach is proposed to estimate the partially linear models and varying coefficient models, and the variance of errors in the models. The proposed methods are easy to implement and are efficient enough for further inference. Hence, the proposed methods balanced the computation complexity and statistical efficiency of the statistical estimate and provided new insight into the trade-off between the bias and variance of the statistical model estimation.

报告人简介：彭衡，现为香港浸会大学数学系教授，2003年从香港中文大学取得统计学博士学位，2003年-2006年在普林斯顿大学做博士后。他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。他是IMS的会员，2011-2014担任Statistica Sinica副主编，现为Computational Statistics and Data Analysis副主编；曾做过Annals，JASA，JRSSB，Biometrika，StatisticaSinica等的评审。在统计学国际顶级期刊Annals，JASA, Biometrika, Statistica Sinica，TEST和Computational Statistics and Data Analysis上发表论⽂数十篇。

撰稿人：刘洁

审稿人：邓露