報(bào)告時(shí)間:2023年6月12日(星期一)16:00
報(bào)告地點(diǎn):翡翠湖校區(qū)科教樓B座1008會(huì)議室
報(bào) 告 人:尤進(jìn)紅 教授
工作單位:上海財(cái)經(jīng)大學(xué)統(tǒng)計(jì)與管理學(xué)院
舉辦單位:經(jīng)濟(jì)學(xué)院
報(bào)告簡(jiǎn)介:
Functional data are becoming more and more common but fewer literature study high-dimensional functional data test. In this paper, we propose a two-sample testing approach based on the double projection integral, to test the equality of the mean functions of two high-dimensional functional data. The asymptotic distributions of the proposed test statistic under the null and alternative hypotheses are derived, together with the power analysis. In practice, the functional data can only be observed on a set of grid points instead of the whole continuous curves and thus we also discuss the influence of curves reconstruction on the test. Extensive simulation results demonstrate that the proposed test method performs well in a wide range of settings. We further illustrate the utility of the proposed test approach by empirical analyses of two real datasets.
報(bào)告人簡(jiǎn)介:
尤進(jìn)紅教授,加拿大女皇大學(xué)(University of Regina)統(tǒng)計(jì)學(xué)博士,美國(guó)北卡羅納教堂山分校博士后,上海財(cái)經(jīng)大學(xué)統(tǒng)計(jì)與管理學(xué)院tenured常任軌教授、博士生導(dǎo)師,統(tǒng)計(jì)和數(shù)據(jù)科學(xué)研究院副院長(zhǎng),全國(guó)工業(yè)統(tǒng)計(jì)學(xué)教學(xué)研究會(huì)第九屆理事會(huì)副會(huì)長(zhǎng),曾任Quality Technology and Quantitative Management (QTQM), special issue: Mathematical and Statistical Finance的客座編委(Guest Editor)。尤進(jìn)紅教授有十余年的北美學(xué)習(xí)、工作經(jīng)歷。長(zhǎng)期從事計(jì)量經(jīng)濟(jì)學(xué)、數(shù)理統(tǒng)計(jì)以及生物統(tǒng)計(jì)的科學(xué)研究;在半?yún)?shù)、非參數(shù)回歸建模、估計(jì)、檢驗(yàn)及其在經(jīng)濟(jì)學(xué)、金融學(xué)和生物醫(yī)學(xué)方面的應(yīng)用開(kāi)展了許多有價(jià)值的研究工作;在國(guó)際和國(guó)內(nèi)著名的統(tǒng)計(jì)和經(jīng)濟(jì)學(xué)雜志(包括Journal of the American Statistical Association,Journal of Econometric等)上發(fā)表學(xué)術(shù)論文六十余篇,其中三大檢索論文六十余篇,被SCI他引幾百余次;主持和參與過(guò)多個(gè)國(guó)家自科基金項(xiàng)目;為國(guó)際著名統(tǒng)計(jì)和計(jì)量經(jīng)濟(jì)雜志Annals of Statistics, Journal of the American Statistical Association , Biometrika和Journal of Econometric等的論文評(píng)審人。曾獲上海市教委教學(xué)成果一等獎(jiǎng),上海財(cái)經(jīng)大學(xué)先進(jìn)工作者稱(chēng)號(hào)等獎(jiǎng)項(xiàng)。