题目：An adaptive lack-of-fit test for big data
报告人：王兆军南开大学统计研究院教授, 副院长, 教育部长江特聘教授
时间：9月22日（周五）下午13:30-14:30
地点：统计楼103
摘要：
New technological advancements combined with powerful computer hardware and high-speed network make big data available. The massive sample size of big data introduces unique computational challenges on scalability and storage of statistical methods. In this paper, we focus on the lack-of-fit test of parametric regression models under the framework of big data. We develop a computationally feasible testing approach via integrating the divide and conquer algorithm into a powerful nonparametric test statistic. Our theory results show that under mild conditions the asymptotic null distribution of the proposed test is standard normal. Furthermore, the proposed test benefits from the use of data-driven bandwidth procedure and thus possesses certain adaptive property. Simulation studies show that the proposed method has satisfactory performances, and it is illustrated with an analysis of an airline data.
报告人简介：
王兆军，南开大学统计研究院教授, 副院长, 教育部长江特聘教授. 国务院学位委员会第七届学科评议组成员(统计学), 中国现场统计研究会副理事长, 中国现场统计研究会生存分析分会副理事长等. 王老师1987年于南开大学获得学士学位,1990年于华东师范大学统计专业获得硕士学位，1995年于南开大学获得统计专业博士学位。研究兴趣涉及统计质量控制, 变点检测, 高维数据和函数型数据分析,大数据统计分析等. 多篇论文发表在Annals of Statistics, JASA, Biometrika, Technometrics, Journal of Quality Technology等统计学国际顶级杂志。见http://web.stat.nankai.edu.cn/zjwang/