主题：Linear hypothesis testing for high dimensional data via wild bootstrapping
主讲人：户文娟 首都经济贸易大学
主持人：王国长 威尼斯欢迎你welcome
时间：2024年11月10日（周日）上午10:40-11:40
地点：威尼斯欢迎你welcome石牌校区威尼斯欢迎你welcome大楼（中惠楼）102室
摘要
In this article, we propose a new nonparametric test for linear hypothesis on regression parameter in linear models with high dimensional explanatory variable, which is a fundamental important problem in the statistical theory and applications. We systematically study the theoretical properties under both the null hypothesis and a local alternative hypothesis, which is the sum of a normal distribution and a mixed chi-square distribution. We conduct a wild bootstrap simulation method based on U centering that could improve the accuracy, and further provide insights into its feasibility. The merit of our method is demonstrated by both simulation studies and real examples.
主讲人简介
户文娟，首都经济贸易大学讲师，博士毕业于东北师范大学，圣路易斯华盛顿大学访问学者。主要研究方向是函数型数据和高维假设检验，研究成果主要发表在在Statistics and Computing，Acta，中国科学等期刊上。Sinica, 数学学报等期刊审稿人。
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校对| 王国长
责编| 彭 毅
初审| 姜云卢
终审发布| 何凌云
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