报告题目：MEASURING AND TESTING FOR INTERVALQUANTILE DEPENDENCE

报 告 人：朱利平教授（中国人民大学）

报告时间：2018年5月3日（周四）上午10:00-11:00

报告地点：知新楼B-1238

报告摘要：

We introduce the notion of intervalquantile independence which generalizes the notions of statistical independenceand quantile independence. We suggest an index to measure and test departurefrom interval quantile independence.  Theproposed index is invariant to monotone transformations, nonnegative and equalszero if and only if the interval quantile independence holds true. We suggest amoment estimate to implement the test. The resultant estimator isroot-$n$-consistent if the index is positive and $n$-consistent otherwise,leading to a consistent test of interval quantile independence. The asymptoticdistribution of the moment estimator is free of parent distribution, whichfacilitates to decide the  criticalvalues for  tests of interval quantileindependence.

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