统计与数据科学系系列学术报告之三百九十八
时 间：2023年05月31日（周三）16:00-17:00
地 点：史带楼603室
主持人：复旦大学 管理学院 统计与数据科学系 朱仲义教授
报 告人：Prof. Yuehua Wu York University
题 目：General matching quantiles M-estimation
摘 要：In this talk, we first describe the background/motivation of matching quantiles estimation (MQE). After it, we briefly introduce M-estimation which is a robust alternative to the ordinary least-squares. Then we present a matching quantiles M-estimation (MQME) method. Since the number of variables may be large in many real problems, a `sparse' representation is highly desirable. We thus integrate the proposed MQME with adaptive Lasso for selecting informative variables. In order to compute MQME, we develop an iterative algorithm. Moreover, we show that the (sparse) matching quantiles M-estimator possesses the property of asymptotic consistency. Our simulations demonstrate the efficient finite-sample performance of the proposed method. We end this talk by presenting an illustrative real case study. (Joint work with Dr. S. Qin)
个人简介：Yuehua Wu 教授是加拿大约克大学数学和统计系教授，她的主要研究方向：M-估计，空间统计，模型选择，变点检测，非参数估计等，以及在环境、信息科学、计量经济学中的应用。在PNAS, Biometrika等期刊发表论文130多篇，承担近20项加拿大科研项目。
统计与数据科学系
2023-5-23
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