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上海师范大学吴鑑洪教授学术报告 2022-12-01
报告题目： Estimation of high-dimensional factor models with multiple structural changes报告摘要：This study considers a high-dimensional factor model with an unknown number of breaks. A simple two-step procedure is proposed for determin...[详细]
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中南财经政法大学蒋永生教授学术报告 2022-11-30
报告题目：Sharp functional inequalities associated with the Lp dual curvature measures. 报告人：蒋永生报告摘要：The Lp dual curvature measures were recently introduced by Lutwak et al. (Adv Math 329:85-132, 2018) to unify the classical t...[详细]
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University of North Carolina at Charlotte蒋建成教授报告 2022-11-29
报告题目：Nonnested model selection based on empirical likelihood报告人：蒋建成报告摘要：In this talk we propose an empirical likelihood ratio (ELR) test for comparing any two supervised learning models, where the competing models may be...[详细]
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中国科学院张新雨研究员学术报告 2022-11-23
报告题目： Optimal parameter-transfer learning by semiparametric model averaging报告人：张新雨研究员报告摘要：In this article, we focus on the prediction for a target model by transferring the information of source models. To be flexible...[详细]
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南开大学李津竹教授学术报告 2022-11-15
题目：Asymptotic Results of Tail Moment and Tail Central Moment for Dependent Risks摘要：Consider a financial or insurance system with a finite number of individual risks described by real-valued random variables. We focus on two kinds o...[详细]
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华东师范大学危佳钦教授学术报告 2022-11-15
题目：Mean-Variance Portfolio Selection with Stochastic Dominance Constraints摘要：This talk is concerned with a mean-variance portfolio selection problem with first and second order stochastic dominance constraints in complete markets. ...[详细]
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华东师范大学方方教授报告 2022-11-03
报告题目： Effective Model Averaging for Generalized Linear Models in Diverging Model Spaces报告人：方方教授报告摘要：Model averaging has attracted a lot of attentions in the past decades as a powerful forecasting tool in statistics and ...[详细]
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北京师范大学郭旭副教授学术报告 2022-10-27
报告题目： Large-Scale Mediation Effect Signal Detection报告人：郭旭博士报告摘要：Mediation analysis is commonly adopted to assess the mediation role of DNA methylation in the causal pathway from an exposure to a clinical outcome. With h...[详细]