报告题目：Smoothed empirical likelihood for the difference of two quantiles with the paired sample
时 间：2024年7月1日（星期一）10:00
地 点：理工北楼601
主 办：数学与统计学院、分析数学及应用教育部重点实验室、福建省分析数学及应用重点实验室、统计学与人工智能福建省高校重点实验室、福建省应用数学中心（福建师范大学）
参加对象：感兴趣的老师和学生
报告摘要：In this talk, we propose a novel smoothed empirical likelihood method for the difference of quantiles with paired samples. While the empirical likelihood for the difference of two quantiles with independent samples has been studied, it is crucial to develop a statistical procedure that accounts for the dependence between paired samples. To this end, we propose two estimating equations for the difference of two quantiles and introduce a nuisance parameter in our smoothed empirical likelihood framework. We demonstrate that our approach yields a limiting distribution that follows the standard \chi^2 distribution. Extensive simulation studies confirm that our smoothed empirical likelihood method outperforms the normal approximation and method M (Wilcox and Erceg-Hurn, 2012) in most cases. Finally, we illustrate the usefulness of our proposed method by applying it to a real-world data set, estimating the interval of the quantile difference of GDP between different years.
报告人简介：Yichuan Zhao，美国佐治亚州立大学数学与统计系终身教授，佐治亚州立大学神经科学研究所和公共卫生学院教授，研究领域包括Survival Analysis, Empirical Likelihood Method, Non-parametric Statistics, Analysis of ROC Curve, Bioinformatics, Monte Carlo Methods and Statistical Modeling of Fuzzy Systems等。Yichuan Zhao教授在广泛的统计研究领域发表研究论文90余篇，是三本统计学、生物统计和数据科学专著的编委，他目前在担任多家统计杂志担任主编或编委会成员，是International Statistics Institute的当选会员，泛华统计协会理事会委员。