统计与数据科学学院
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学术讲座
讲座题目：Survey Weighted Estimating Equation Inference With Nuisance Functionals
讲 座 人：赵普映 副研究员（云南大学）
时 间：2019年6月3日(周一)上午9:00-10:00
地 点：统计与数据科学学院126教室
摘 要：This paper provides a rigorous treatment on design-based estimating equation inference using complex survey data in the presence of nuisance functionals. The proposed framework covers parameters from inequality measures and measures on performance evaluation in economic, business and financial studies but the scope of the paper is more broad. Unlike nuisance parameters in other settings where profile analysis is commonly used, the nuisance functionals are typically handled by using a ``plug-in'' estimator. We establish root-n consistency and asymptotic normality for parameters defined through survey weighted smooth or non-differentiable estimating functions even if the ``plug-in'' estimator for the nuisance functional has a convergence rate slower than root-n. A multiplier bootstrap procedure is proposed to tackle the challenge task of variance estimation and is shown to provide valid inference under three types of commonly used survey designs. Results from a simulation study and an application to a real survey data set demonstrate the effectiveness of the proposed design-based inference on the Lorenz curve. This is joint work with David Haziza and Changbao Wu.
邀 请 人：王磊博士
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统计与数据科学学院
2019年5月23日