12月16日郭旭(北京师范大学)报告

发布者:系统管理员发布时间:2017-12-05浏览次数:367

报告题目:Pairwise distance-based tests for conditional symmetry

  

报 告 人:郭旭(北京师范大学)

  

时    间:1216日(周六)上午11:00

  

地    点:统计研究院426教室

  

摘    要:In this paper, we develop a pairwise distance-based testing procedure for conditional symmetry of a random vector given another random vector and apply it to the cases with given and unknown center that is a parametric regression function, respectively. The resulting tests are moments-based and thus the curse of dimensionality can then be greatly alleviated. The asymptotic properties of the test statistics are investigated. The tests can detect local alternatives distinct from the null at a fastest possible convergence rate in hypothesis testing. To determine critical values, a Monte Carlo-based approximation to the limiting null distributions is suggested. We prove that the approximation works even under local alternative hypotheses. Some simulation studies and a real data example are conducted to examine the performance of the tests.

  

欢迎广大师生参加!

  

统计研究院

2017125