报告题目:Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
报 告 人:梁汉营 教授(同济大学)
报告时间:2019年6月10日16:00-17:00
报告地点:知新楼B-1238
报告摘要:
In this talk, we focus on the partially linear varying-coefficient quantile regression model when the data are right censored and the censoring indicator is missing at random. Based on the calibration and imputation methods, a three-stage approach is proposed to construct the estimators of the linear part and the nonparametric varying-coefficient function for this model. At the same time, we discuss the variable selection of the covariates in the linear part by adopting adaptive LASSO penalty. Under appropriate assumptions, the asymptotic normality of the proposed estimators is established, and the penalized estimators are proven to have the oracle property. Simulation study and a real data analysis are conducted to evaluate the performance of the proposed estimators.
报告人简介:
梁汉营,同济大学数学科学学院教授,博士生导师,副院长。现为中国概率统计学会理事,中国现场统计研究会生存分析分会常务理事,中国现场统计研究会高维数据统计分会常务理事,中国现场统计研究会资源与环境统计分会理事,中国工程概率统计学会理事,中国现场统计研究会大数据统计分会常务理事。
主持过国家自然科学基金面上项目4项、国际合作项目1项和教育部项目2项,曾获德国洪堡基金会资助,发表学术论文130篇,获得第十一届全国统计科研优秀成果奖二等奖以及重庆市自然科学二等奖。
欢迎各位老师同学积极参加!