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殷向荣教授学术报告:Expected Conditional Characteristic Function-based Measures for Testing Independence


报告题目:Expected Conditional Characteristic Function-based Measures for Testing Independence

报 告 人:殷向荣 教授(美国肯塔基大学)

报告时间:2019年6月28日(周五),9:00-10:00

报告地点:知新楼B-1238


报告摘要:

We propose a novel class of independence measures for testing independence between two random vectors based on the discrepancy between the conditional and the marginal characteristic functions. If one of the variables is categorical, our asymmetric index can be redeemed as the between group dispersion in a kernel ANOVA decomposition and leads to more powerful tests than those relying on symmetric measures. In addition, our index is also applicable when both variables are continuous. We develop two empirical estimates and obtain their respective asymptotic distributions. We illustrate the advantages of our approach by numerical studies across a variety of settings.


报告人简介:

殷向荣是肯塔基大学的统计教授(2014-),师从D.R. Cook, 他于2000年获明尼苏达大学获统计博士,从2000到2014,在乔治亚大学由助理教授,副教授到教授。

他与导师Cook的文章获得2001年澳大利亚与新西兰统计杂志第一届的主编奖。他与学生薛原的文章获得2015年非参统计杂志的最佳学生论文奖。

他是Statistica Sinica 的编委(2014-2017), Statistics and Probability Letters的编委 (2010-2014). 他现在是Journal of Nonparametric Statistics, 以及 Journal of Statistical Theory and Practice的编委。

他是美国统计学会以及国际数理学会的会士。 他的研究包括 充分降维,充分变量选择以及多元分析,并获得美国国家自然科学基金的资助。


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