报告题目：Goodness-of-fit test for partially linear quantile regression models using projections
报告人：杜江（北京工业大学）
报告时间：10月28日，19:00 - 20:30
报告形式：腾讯会议（在线），会议号：353 517 070
报告摘要：
In this talk, we consider a specification test for partially linear quantile regression models with high-dimensional covariates, which combines basis function approximations and unidimensional linear projections of the covariates. Under mild conditions, we establish the consistency of the proposed test method, and show that the proposed test can detect Pitman local alternatives converging to the null at the usual parametric rate. To improve the finite sample properties of the proposed test, we develop a wild bootstrap method to obtain the critical values or p-values, and show the validity of the proposed bootstrap method. We conduct Monte Carlo studies to investigate the finite sample performance of our new procedure, and find that the proposed test method produces satisfactory results. Finally, the proposed test method is illustrated by two real data examples.
报告人简介：
北京工业大学副教授，博士生导师，主要研究方向为函数型数据分析、空间数据分析、贝叶斯分析。
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邀请人：马学俊