朱利平教授 学术报告

发布时间:2017年11月16日 作者:唐颖   消息来源:业务办    阅读次数:[]

报告题目:MEASURING AND TESTING FOR INTERVAL QUANTILE DEPENDENCE

报告人:朱利平教授 中国人民大学

报告时间:2017年11月17日下午15:30 -16:30

报告地点:数学与统计学院143室

报告人简介:朱利平,男,2006年于华东师范大学取得博士学位,中国人民大学统计与大数据研究院教授、博士生导师。国家自然科学基金优秀青年基金获得者,入选中组部万人计划青年拔尖人才计划以及教育部新世纪优秀人才计划等。

朱利平长期从事统计学理论和方法研究,在高维及超高维数据统计分析、半参数回归模型统计推断等领域做出了一些比较重要的研究工作。在统计学领域最重要的四个杂志(Journal of the American Statistical Association、Journal of the Royal Statistical Society Series B、The Annals of Statistics 和 Biometrika)上发表论文十多篇,其他重要SCI论文五十余篇。并有多篇论文被列为统计学领域ESI高被引论文。


In this article we introduce the notion of interval quantile independence which generalizes the notions of statistical independence and quantile independence. We suggest an index to measure and test departure from interval quantile independence. The proposed index is invariant to monotone transformations, nonnegative and equals zero if and only if the interval quantile independence holds true. We suggest a moment estimate to implement the test. The resultant estimator is root-n-consistent if the index is positive and n-consistent otherwise, leading to a consistent test of interval quantile independence. The asymptotic distribution of the moment estimator is free of parent distribution, which facilitates to decide the critical values for tests of interval quantile independence. When our proposed index is used to perform feature screening for ultrahigh dimensional data, it has the desirable sure screening property.





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