报告题目:  Testing Multivariate Quantile by Empirical Likelihood 

报告时间：2019年4月15日15：00

报告地点：欢迎来到公海欢迎来到赌船335会议室

摘要：In the paper, a new method called mean-of-quantile is introduced to estimate multivariate quantiles.  The consistency and asymptotic normality of mean-of-quantile estimators are investigated. Furthermore, we apply empirical likelihood to mean-of-quantile estimators. The effectiveness of new method are illustrated by Monte Carlo simulations and an empirical example. 

主讲人简介：周望，新加坡国立大学终身教授，博士生导师。主要从事统计学的理论与应用研究，在高维数据估计、高维数据检验、数据降维、大维数据随机矩阵领域取得了重要的成果。迄今为止，在Annals of Statistics, Journal of American Statistical Association, Journal of Royal Statistical Society（B）, Biometrika, Bernoulli, Journal of Econometrics，Trans. Amer. Math. Soc.，Annals of Probability，Annals of Applied Probability等国际顶级期刊发表论文近60篇。2012年成为国际统计学会（Elected Member of International Statistical Institute）当选成员。