现在位置:首页 > 学术报告
 

 

Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

崔恒建 教授,首都师范大学

Inviter: 何凯 博士
Title:
Error Density Estimation and Its Asymptotic Properties in High Dimensional Linear Model
Time & Venue:
2018.12.4 9:30 N204
Abstract:
This talk is concerned with the error density estimation in high dimensional sparse linear model, where the number of variables may be larger than the sample size. An improved two stage refitted cross-validation procedure by random splitting technique is used to obtain the residuals of the model, and then traditional kernel density method is applied to estimate the error density. Under suitable sparse conditions, the large sample properties of the estimator including the weak and strong consistency, as well as normality and the law of the iterated logarithm are obtained. A real data example is presented.
 

 

附件下载:
 
 
【打印本页】【关闭本页】
电子政务平台   |   科技网邮箱   |   ARP系统   |   会议服务平台   |   联系我们   |   友情链接