时 间：2023年5月5日15:00-16:00t
腾讯会议ID：516-217-366
报告人：郭旭北京师范大学教授
主持人：谌自奇华东师范大学研究员
摘 要：
To sufficiently exploit the model structure under the null hypothesis such that the conditions on the whole model can be mild, this paper investigates score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first reanalyze and extend a recently proposed score function-based test to derive, under weaker conditions, its limiting distributions under the null and local alternative hypotheses. As it may fail to work when the correlation between testing covariates and nuisance covariates is high, we propose an orthogonalized score function-based test with two merits: debiasing to make the non-degenerate error term degenerate and reducing the asymptotic variance to enhance the power performance. Simulations evaluate the finite-sample performances of the proposed tests, and a real data analysis illustrates its application.
报告人简介：
郭旭博士，现为北京师范大学统计学院教授，博士生导师。郭旭一直从事回归分析中复杂假设检验的理论方法及应用研究，近年来皆在对高维数据发展适当有效的检验方法。部分成果发表在JRSSB, JASA，Biometrika和JOE。先后主持国家自然科学基金青年基金和国家自然科学基金面上项目。曾荣获北师大第十一届“最受本科生欢迎的十佳教师”和北师大第18届青教赛一等奖。