報告題目：Estimation and test of jump discontinuities in varyingcoefficient models with empirical applications
報 告 人：林金官教授 南京審計大學統計科學與大數據研究院
報告時間：2019年6月3日9:00-9:40
報告地點：數學樓第二報告廳
報告摘要：
Varying coefficient models are very important tools to explore the hidden structurebetween the response and its predictors. This paper focuses on estimatingand diagnosing jump discontinuities in coefficient functions. A nonparametricprocedure is proposed to estimate jump discontinuities based on the Nadaraya-Watson kernel smoothing and least-squares fitting, and asymptotic propertiesof resulting estimators are derived. Then, a jump size-based test statistic isdeveloped for checking whether the estimated jump discontinuities are true. Acomputationally feasible approximation is derived for critical values of its limitingnull distribution. Monte Carlo simulations are conducted to assess the finitesample performance of the proposed methodologies, and an empirical example is discussed.
報告人簡介：
林金官，男，1964年生，博士、教授。現任南京審計大學統計科學與大數據研究院院長,兼任中國現場統計研究會工程概率統計學會副會長、中國現場統計研究會資源與環境統計學會副會長、教育部統計學類教學指導委員會委員、中文核心期刊《系統科學與數學》與《數理統計與管理》雜志編委等。
