Empirical likelihood in semiparametric models
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：Prof. Xue liugen
：2020-11-26 15:30
：数理大楼6楼天元会议室 (线下)
Speaker：Prof. Xue liugen
Beijing University of Technology
Title: Empirical likelihood in semiparametric models
Time：26th, Nov., 2020, 15:30
Location：数理大楼6楼天元会议室 (线下)
Abstract:
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.
Speaker Introduction：
薛留根，教授，博士生导师。主要学术兼职：中国现场统计研究会理事以及生存分析分会副理事长等。主要研究兴趣包括：非参数与半参数模型的统计推断、复杂数据统计分析与建模、经验似然等。主持完成和在研的国家和省部级科研项目15项。出版著作8部，其中4部专著。在《Journal of the American Statistical Association》、《Journal of the Royal Statistical Society，Series B》、《The Annals of Statistics》、《Biometrika》等国内外学术期刊上发表学术论文260余篇，其中3篇为高被引论文。以第一完成人获教育部自然科学二等奖1项，获全国统计科学研究优秀成果一等奖1项。已招收研究生65人，其中博士研究生20人，硕士研究生45人；指导的研究生中1人获北京市优秀博士学位论文及全国优秀博士学位论文提名奖，1人获国家统计局优秀博士学位论文二等奖。
联系人：王海斌
