主題：Inference for mixed models of ANOVA type with high-dimensional data
主講人：陳飛 博士
時間：2014年9月15日（周一）下午 2：30
地點：北院卓遠樓305
主辦單位：統(tǒng)計與數學學院
摘要：Inference for variance components in linear mixed models of ANOVA type, including estimation and testing, has been investigated when the number of fixed effects is fixed. However, for high-dimensional data, this number is large and would be regarded as a divergent value as the sample size goes to infinity. In this paper, existing tests are extended to handle this problem with a sparse model structure. To avoid the impact from insignificant fixed effects, the proposed tests are post-selection-based with an orthogonality-based selection of SCAD type applied to selecting significant fixed effects into working model. The selection and estimation of fixed effects are under the assumption on the existence of second order moments for errors. Two types of tests for random effects are considered and some new insights are obtained. The proposed tests are distribution-free, though they request the existence of the fourth moments of random effects and errors. The proposed methods are illustrated by simulation studies and a real data analysis.
陳飛博士簡介：香港中文大學統(tǒng)計學專業(yè)博士（Ph.D.）, 云南財經大學副教授,，碩士生導師,，主要從事降維理論,、統(tǒng)計診斷、結構方程模型,、半參數貝葉斯理論等領域的研究工作,。
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