2019年杏盛學術前沿講座（9）
主 講 人➝🦻🏻：梁漢營 教授 同濟大學
主題名稱🙇🏽♀️：Weighted estimation of conditional mean function with truncated, censored and dependent data
內容簡要🫃：
By applying the empirical likelihood method, we construct a new weighted estimator of the conditional mean function for a left-truncated and right-censored model. Assuming that the observations form a stationary $/alpha$-mixing sequence, we derive weak convergence with a certain rate and prove asymptotic normality of the weighted estimator. The asymptotic normality shows that the weighted estimator preserves the bias, variance, and, more importantly, automatic good boundary behavior of a local linear estimator of the conditional mean function. Also, a Berry-Esseen type bound for the weighted estimator is established. A simulation study is conducted to study the finite sample behavior of the new estimator and a real data application is provided.
時間地點：2019年4月11日（周四）13:00 地點👉🏼🧑🏼🏫：經濟管理學院335
主辦學院：經濟管理學院
杏盛娱乐
2019.3.28