报告题目:Testing the general linear hypothesis in high-dimensional heteroscedastics via random integration
报告时间:2024年9月 25 日 (星期三)15:00-16:30
报告地点:翡翠湖校区科教楼B座1005
报 告 人:曹明响
工作单位:安徽师范大学
主办单位:太阳成集团tyc9728太阳成集团tyc9728
报告简介:
In this paper, we proposed a test procedure based on random integration and the well-known Welch–Satterthwaite -approximate method to deal with the problem of heteroskedastic general linear hypothesis testing (GLHT) in high-dimensional settings. The asymptotic distributions of the proposed test statistic were obtained under the null and the alternative hypotheses, respectively. The results showed that it was more reasonable to approximate the distributions of the new test using the distribution of the chi-square type mixture. Numerical simulations and real data analysis further showed that our proposed test was more powerful than competing tests.
报告人简介:
曹明响,安徽师范大学教授,校“学科骨干”。主要从事高维数据分析和参数估计方面的研究工作。在JMVA、JSPI、EJS、Statistical Papers等SCI期刊上发表论文近30篇。主持国家社科基金1项、国家自然科学基金青年和天元项目各1项、教育部人文社科等省部级项目4项、省级教学团队和省级教研重点项目各1项。国家社科基金通讯评审和鉴定专家、教育部学位与研究生教育发展中心通讯评议和专业水平评估专家、多个省份科技项目评审专家。在多个学会任常务理事、理事。