Large dimensional empirical likelihood

发布者:季洁发布时间:2019-12-17浏览次数:365

Speaker:Wang Zhou, National University of Singapore
Host:Qinwen Wang, School of Data Science, Fudan University
Time:16:00-17:00, December 12, 2019
Location: Zibin S301, Fudan University
Abstract:

By adding two pseudo-observations to the original data set, we establish the asymptotic normality of the log empirical likelihood ratio statistic when the dimension of the distribution is proportional to the sample size.

Bio:

Wang Zhou is a Full Professor in the Department of Statistics and Applied Probability at National University of Singapore. His main research interests include: Random matrices, SLE and high dimensional statistics.