A General Framework for the Estimation, Inference, and Prediction for Interval Data
报告人：Fan Yanqin
报告地点：数学与统计学院104室
报告时间：2018年07月06日星期五10:00-11:00
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报告摘要：
In this paper, we have proposed GCRM (Generalized Center and Range Model) and its constrained estimator for interval data, and GCRM is more flexible than CRM (Center and Range Model) and good for prediction. We have developed uniform inference for GCRM and test for CRM based on the constrained estimator. In the paper, we have also proposed coefficient-of-determination for GCRM and we have established asymptotic theory for the constrained estimator of model
proposed in Blanco-Fernández, Corral, and González-Rodríguez (2011).
The paper allows for multiple covariates some of which can be real-valued random variables.
主讲人简介：
Fan Yanqin is Castor Professor of Economics, University of Washington. 1990 Ph.D. in Economics at the University of Western Ontario, London, Ontario, Canada She has published many papers in international top journals, such as Econometrica and Journal of Econometrics, etc. She also won many awards, for example Western Economics Alumni Award Winner.
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