澳门新葡8455最新网站,www.8455.com,新葡京最新官网

当前位置: 澳门新葡8455最新网站 > 学术活动 > 正文
Empirical Likelihood-Based Subset Selection for Partially Linear Autoregressive Models
澳门新葡8455最新网站:2017年12月20日 09:40 点击数:

报告人:韩玉

报告地点:澳门新葡8455最新网站四楼报告厅

报告澳门新葡8455最新网站:2017年12月21日星期四16:45-17:30

邀请人:

报告摘要:

The subset selection and hypothesis test for the parameters in a partially linear autoregressive model are investigated based on the empirical likelihood method. On one hand, we show that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. On the other hand, we present the definitions of the empirical likelihood-based Bayes information criteria(EBIC) and Akaike information criteria(EAIC). The results show that EBIC is consistent at selecting subset variables while EAIC isn't. The different simulation studies demonstrate that the proposed empirical likelihood confidence regions have better coverage probabilities than the least square method does, and EBIC has a higher chance to select the true model than EAIC.

主讲人概况:

韩玉,理学博士,硕士生导师,副教授,东北电力大学理新葡京最新官网副院长,美国维斯康星大学麦迪逊分校访问学者,吉林省运筹学会理事,吉林市数学学会理事,主要研究方向为数理统计与数据挖掘,发表学术论文10篇,其中SCI检索论文3篇。

Copyright ©版权所有:澳门新葡8455最新网站

地址:吉林省长春市人民大街5268号|邮编:130024|电话:0431-85099589|传真:0431-85098237


XML 地图 | Sitemap 地图