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【5月25日】2016年统计学学术讲座第8期

信息来源: 作者:  发布时间:2021-07-03

主题: A new robust regression model: Type II multivariate t distribution with applications

主讲人:田国梁博士(香港大学统计与精算学系副教授)

时间:2016年5月25日(周三)上午10:00-11:00

地点:北院卓远楼305

主办单位:统计与数学学院、科研处

摘要:Motivated by a real data analysis, we in this paper propose a new multivariate t (MVT) distribution via stochastic representation instead of the joint density function. This new distribution is called Type II MVT distribution, which possesses several remarkable features including (1) all components follow univariate t-distributions with different degrees of freedom, (2) it could include components following the multivariate normal distributions when the corresponding degrees of freedom approach to infinity, and (3) it could contain independent/uncorrelated components. Because of avoiding three drawbacks associated with the traditional MVT distribution, this new distribution is more flexible in model specification and applicable to any high-dimensional data. Important distributional properties are explored and useful statistical methods are developed. Simulation studies are performed to evaluate the proposed methods. Two biomedical data sets are used to compare the proposed Type II MVT distribution with the traditional MVT distribution.

田国梁博士简介:统计学博士,香港大学统计与精算学系副教授,研究领域包括零过多计数数据分析、不完全分类数据分析、敏感性问题抽样调查等,在国际主流学术刊物上共发表80 多篇统计学、医学统计方面的学术论文,在国际著名出版社Chapman and Hall/CRC3和John Wiley & Sons出版专著3部。目前担任Computational Statistics and Data Analysis, Statistics and Its Interface; Communications in Statistics - Theory and Methods; Communications in Statistics - Simulation and Computation等4个国际SCI期刊副主编。
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