刘吉彩 | Estimation for single-index models via martingale difference divergence

时间:2018-12-20浏览:781设置

间:2018年1221(周五)下午16:30-17:00

点:中北校区理科大楼A1716报告厅

目:Estimation for single-index models via martingale difference divergence

报告人:刘吉彩  上海师范大学

要:

In this paper, we focus on the estimation of the index coefficients in single-index

models and develop a new estimation procedure based on the martingale difference divergence. Since the proposed procedure can capture automatically the conditional mean dependence of the response variable on the linear combination of the covariates, it does not involve smoothing techniques or require the commonly used assumptions in the literature of single-index models, such as smooth link functions and at least one continuous covariate. Under some mild conditions, we establish the asymptotic normality of the estimators. We assess the finite sample performance of the proposed procedure by Monte Carlo simulation studies. We further illustrate the proposed methodology through empirical analyses of a real data set.

个人简介:

刘吉彩博士,上海师范大学青年教师。一直从事生存分析、非参数统计建模、高维数据统计分析等方面的研究工作。其先后在《Computational Statistics & Data Analysis》, 《Journal of Multivariate Analysis》, 《Journal of Nonparametric Statistics》,《Science China Mathematics》等学术刊物上发表SCI论文20余篇;主持两项国家自然科学基金。


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