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CATEGORIES:Statistics
SUMMARY:Simultaneous Confidence Band and Hypothesis Test i
n Generalised Varying-Coefficient Models - Wenyang
Zhang (University of Bath)
DTSTART;TZID=Europe/London:20081024T160000
DTEND;TZID=Europe/London:20081024T170000
UID:TALK14336AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/14336
DESCRIPTION:Generalised varying-coefficient models (GVC) are v
ery important models.\nThere is a considerable num
ber of literature addressing these models.\nHoweve
r\, most of the existing literature are devoted to
the estimation\nprocedure. In this talk\, I will
systematically investigate the statistical\ninfer
ence for GVC\, which includes confidence band as w
ell as hypothesis test.\nI will show the asymptoti
c distribution of the maximum discrepancy between\
nthe estimated functional coefficient and the true
functional coefficient.\nI will compare different
approaches for the construction of confidence\nba
nd and hypothesis test.\nFinally\, I will use the
proposed statistical inference methods to analyse
the\ndata from China about contraceptive use there
\, which leads to some interesting\nfindings.\n
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0W
B
CONTACT:
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