報(bào)告題目一:Use of random integration to test equality of high dimensional covariance matrices
主講人:姜云盧副教授(暨南大學(xué))
時(shí)間:2022年6月6日(周一)8:30 a.m.
形式:線上講座(騰訊會(huì)議)
會(huì)議ID:264-519-690
主辦單位:統(tǒng)計(jì)與數(shù)學(xué)學(xué)院
摘要:Testing the equality of two covariance matrices is a fundamental problem in statistics, and especially challenging when the data are high-dimensional. Through a novel use of random integration, we can test the equality of high-dimensional covariance matrices without assuming parametric distributions for the two underlying populations, even if the dimension is much larger than the sample size. The asymptotic properties of our test for arbitrary number of covariates and sample size are studied in depth under a general multivariate model. The finite-sample performance of our test is evaluated through numerical studies. The empirical results demonstrate that our test is highly competitive with existing tests in a wide range of settings. In particular, our proposed test is distinctly powerful under different settings when there exist a few large or many small diagonal disturbances between the two covariance matrices.
主講人簡(jiǎn)介:
姜云盧,暨南大學(xué)經(jīng)濟(jì)學(xué)院統(tǒng)計(jì)學(xué)系副教授,、博士生導(dǎo)師。2012年博士畢業(yè)于中山大學(xué)數(shù)學(xué)與計(jì)算科學(xué)學(xué)院,。目前的主要研究包括:穩(wěn)健統(tǒng)計(jì),、高維數(shù)據(jù)分析、變量選擇和混合模型,,至今已公開在JASA,、Technometrics、Statistica Sinica等國(guó)內(nèi)外知名期刊上發(fā)表SCI論文30余篇,,其中入選ESI前1%高被引論文1篇,;主持國(guó)家自然科學(xué)基金項(xiàng)目2項(xiàng)、省部級(jí)項(xiàng)目4項(xiàng)和廣東省高等教育教學(xué)研究改革項(xiàng)目1項(xiàng),;入選“暨南雙百英才計(jì)劃”暨南杰青第一層次和第二層次,;入選廣東省高等學(xué)校“千百十工程”第八批培養(yǎng)對(duì)象,;榮獲第八次廣東省統(tǒng)計(jì)科研優(yōu)秀成果獎(jiǎng)一等獎(jiǎng)(排第三),。
報(bào)告題目二:The Poisson Item Count Technique and its non-compliance design for survey with sensitive questions
主講人:吳琴博士(華南師范大學(xué))
時(shí)間:2022年6月6日(周一)10:30 a.m.
形式:線上講座(騰訊會(huì)議)
會(huì)議ID:264-519-690
主辦單位:統(tǒng)計(jì)與數(shù)學(xué)學(xué)院
摘要:The Poisson item count technique (PICT) is a survey method that was recently developed to elicit respondents’ truthful answers to sensitive questions. It simplifies the well-known item count technique (ICT) by replacing a list of independent innocuous questions in known proportions with a single innocuous counting question. However, ICT and PICT both rely on the strong “no design effect assumption” (ie, respondents give the same answers to the innocuous items regardless of the absence or presence of the sensitive item in the list) and “no liar” (ie, all respondents give truthful answers) assumptions. To address the problem of self-protective behavior and provide more reliable analyses, we introduced a noncompliance parameter into the existing PICT. Based on the survey design of PICT, we considered more practical model assumptions and developed the corresponding statistical inferences. Simulation studies were conducted to evaluate the performance of our method. Finally, a real example of automobile insurance fraud was used to demonstrate our method.
主講人簡(jiǎn)介:
吳琴,博士,,畢業(yè)于香港浸會(huì)大學(xué)統(tǒng)計(jì)系,,現(xiàn)于華南師范大學(xué)統(tǒng)計(jì)系工作, 講師。現(xiàn)主持國(guó)家自然科學(xué)基金面上項(xiàng)目1項(xiàng)(在研),,青年項(xiàng)目1項(xiàng)(已結(jié)題),,廣東省質(zhì)量工程項(xiàng)目1項(xiàng)(已結(jié)題),。