报告人:王黎明
报告地点:数学与统计学院6楼大应用数学实验室
报告时间:2018年06月07日星期四10:00-11:00
邀请人:
报告摘要:
We investigate the serial correlation test for partially functional linear regression models (PFLRMs). PFLRMs relate a scalar response to predictor variables that composed of multivariate vectors and random functions. We propose the VT,p and empirical log-likelihood ratio statistics and derive the asymptotic distribution of them under the null hypothesis. Numerical study with finite sample size reveals that the proposed statistics and procedures have good performance. Finally, we explore the application of the tests on the Berkeley growth data, results show that our test statistics are effective and stable.
主讲人简介:
王黎明, 上海财经大学统计与管理学院教授,博士生导师,兼任中国现场统计研究会理事,中国现场V海市质量技术应用统计学会副理事长,上海市统计高级职称评审委员会评审专家,金华市科学技术协会副主席。在应用统计学、经济统计学、数量金融和风险管理方面具有丰富的教学和研究经验。曾多次访问香港理工大学应用数学系,台湾辅仁大学管理学院。东北师范大学大应用数学实验室邀请报告人.。