朱力平:Measuring and testing for interval quantile dependence

时间:2018-05-03浏览:104设置

讲座时间:5月4日14:30-15:30

讲座地点:统计楼103室(闵行校区)

报告题目:Measuring and testing for interval quantile dependence
报告人:朱力平

Abstract:

We introduce the notion of interval quantile independence which generalizes the notions ofstatisticalindependence and quantile independence. We suggest an index tomeasure and testdeparture frominterval quantile independence.  The proposed index isinvariant to monotone transformations, nonnegative and equals zeroif and only if the interval quantile independenceholds true. We suggest a moment estimate to implement the test. The resultant estimator is root-$n$-consistentif the index is positive and$n$-consistent otherwise,leading to a consistent test ofinterval quantile independence. The asymptotic distribution of the moment estimatoris free ofparentdistribution, which facilitatesto decide the  critical values for  tests of interval quantile independence.

  


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