报告人：薛留根

报告时间：2024年6月21日 16:00—18:00

报告地点：北区4号教学楼208报告厅

报告题目：Empirical likelihood and estimation in single-index varying-coefficient models with censored data

报告摘要：In this talk, we study the empirical likelihood and estimation of parameters of interest in single-index varying coefficient models with right censored data. A bias-corrected empirical log-likelihood ratio statistic for the regression parameter is proposed. It is shown the the statistic is asymptotically standard chi-squared, and thus the confidence region of the regression parameter is constructed. The estimators for both the regression parameter and the coefficient functions are constructed, their asymptotic distributions are obtained, and the consistent estimators for the asymptotic variances are given. The obtained results can be directly used to construct the confidence regions of the regression parameter and the pointwise confidence intervals of the coefficient functions. Our approach is to directly calibrate the empirical log-likelihood ratio, so that the resulting ratio is asymptotically chi-squared, undersmoothing of the coefficient functions is avoided, and the existing data-driven methods can effectively select the optimal bandwidth. The finite-sample behavior of the new methods is evaluated through simulation studies, and the application to a real data is illustrated.

专家简介：薛留根，北京工业大学教授，河南大学特聘教授，博士生导师。研究方向为非参数统计与数据分析。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。主持国家和省部级科研项目15项，其中连续5次获得国家自然科学基金资助。独著或以第一作者出版著作6部，其中3部专著。在国内外学术期刊上发表科研论文280余篇，其中6篇论文发表在统计学国际顶级期刊《Journal of the American Statistical Association》、《Journal of the Royal Statistical Society，Series B》、《The Annals of Statistics》、《Biometrika》上，3篇高被引论文。以第一完成人获教育部自然科学二等奖1项，以第一完成人获全国统计科学研究优秀成果一等奖1项。培养博士研究生20人，硕士研究生45人。在指导的研究生中，1人获北京市优秀博士学位论文，1人获全国优秀博士学位论文提名奖，1人获全国统计科学研究优秀成果博士学位论文二等奖。