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A new robust regression model: Type II multivariate t distribution with applications
澳门新葡8455最新网站:2017年04月27日 14:01 点击数:

报告人:田国梁

报告地点:澳门新葡8455最新网站四楼学术报告厅

报告澳门新葡8455最新网站:2017年05月03日星期三10:30-11:30

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报告摘要:

Motivated by a real data analysis, we in this paper propose a new multivariate t (MVT) distribution via stochastic representation instead of the joint density function. This new distribution is called Type II MVT distribution, which possesses several remarkable features including (1) all components follow univariate t-distributions with different degrees of freedom, (2) it could include components following the multivariate normal distributions when the corresponding degrees of freedom approach to infinity, and (3) it could contain independent/uncorrelated components. Because of avoiding three drawbacks associated with the traditional MVT distribution, this new distribution is more flexible in model specification and applicable to any high-dimensional data. Important distributional properties are explored and useful statistical methods are developed. Simulation studies are performed to evaluate the proposed methods. Two biomedical data sets are used to compare the proposed Type II MVT distribution with the traditional MVT distribution.

 

主讲人概况:

田国梁现任南方科技大学数学系教授。主要研究方向为生物统计、社会统计、计算统计方面,曾获得2001-2012年香港大学Research Output Prize奖项,担任多篇国际统计杂志副主编,如Statistics and Its Interface, Communications in Statistics - Theory and Methods, Communications in Statistics - Simulation and Computation, Computational Statistics and Data Analysis。并在顶尖生物统计杂志发表12篇文章,如Statistical Methods in Medical Research、Statistics in Medicine、Biometrics。

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