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关于举行江苏师范大学刘鹏飞副教授学术报告会的通知

ag视讯大厅:2019-12-31文章来源:ag视讯大厅浏览次数:11

报告题目:Median-of Means Method and Its Appilcations

  告 人:刘鹏飞 副教授(江苏师范大学)

报告时间:202013日(星期五)上午10:30-11:00                

报告地点:4号楼318

邀 请 人:王绍臣 博士

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ag视讯大厅

20191231

报告摘要:

    We introduce the median-of means approach for estimating unknown parameters in multiple linear regression model and the regression model with auto-correlated error for repeated measures data. The proposed estimators are not only robust against the outliers of data but also proved to be consistent. We also propose the median of means type nonparametric estimator for Pearson’s correlation coefficient which has been used widely in various disciplines. Under certain condition on the growing rate of the number of subgroups, the consistency and asymptotic normality of proposed estimator are investigated. Furthermore, we construct a new method to test Pear-son correlation coefficient based on the empirical likelihood method for median. Extensively numerical simulations are designed to demonstrate the superiorities of our estimator. It is shown that the new proposed estimator is quite robust with respect to outliers.

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