讲座题目：Varying-coefficient Quantile Regression with Panel Data and Missing Observation
主讲人：梁汉营 教授
主持人：唐炎林 教授
开始时间：2025-03-17 14:30
讲座地址：普陀校区理科大楼A1514
主办单位：统计学院
报告人简介：
梁汉营，同济大学数学科学学院教授，博士生导师。1997年博士毕业于武汉大学，1997-1999年在中国科技大学作博士后研究。曾主持国家自然科学基金面上项目5项、国际合作项目1项和教育部项目2项，获第十一届全国统计科研优秀成果奖二等奖、重庆市自然科学二等奖以及安徽省自然科学三等奖。研究兴趣：不完全数据的统计分析，分位数回归，高维数据分析，贝叶斯分析，经验似然。现为中国现场统计研究会高维数据统计分会常务理事，中国现场统计研究会大数据统计分会常务理事。
报告内容：
In this talk, we focus on partial linear varying-coefficient quantile regression with fixed effects under panel data and missing observations. Under independent setting, we define estimators of the unknown parameter vector, varying-coefficient function and effect in the model, and discuss their large number properties. To use the information from within-subject correlations, we construct weighted estimators for the unknown amounts, where the weights are chosen based on mean and quantile regressions, respectively, by quadratic inference technique and empirical likelihood method. Under dependent assumption, we establish asymptotic normality of the weighed estimators. Meanwhile, we study hypothesis tests of the parameter, varying-coefficient function and effect, and prove asymptotic distributions of restricted estimators and test statistics of the parameter under null hypothesis and local alternative hypothesis, respectively. Also, oracle property of the parameter is considered. Simulation study and real data analysis are conducted to evaluate the performance of the proposed methods.
