主讲人:SIMOS G. MEINTANIS( Pennsylvania State University )
主讲人介绍: S.G. Meintanis is Professor of Statistics and Econometrics. His research interest focus on statistical inference procedures with special emphasis on models which are relevant in Economics and Finance. Prof. Meintanis has published more than 100 research papers in international peer-reviewed journals. He has also been a member of the editorial board of Communications in Statistics-Theory & Methods, Communications in Statistics-Simulation & Computation, Computational Statistics & Data Analysis, Journal of Statistical Theory & Practice, and other journals. He has several international research collaborations and has delivered invited talks in many universities and international conferences
第19期
报告题目:Tests for independence involving spherical data
报告摘要: We propose consistent procedures for testing independence of circular variables based on the empirical characteristic function. The new methods are first specified for observations lying on a torus, i.e. for bivariate circular data, but it is shown that these methods can readily be extended to arbitrary dimension. The large--sample behavior of the test statistic is investigated under fixed alternatives. Finite--sample results are also presented.
报告时间:2018年9月26日(周三) 15:00
报告地点:统计学院办公楼(原城乡一建办公楼)1层104会议室