学术活动
系列讲座:A Short Course on Empirical Likelihood
2011-06-08
来源:科技处 点击次数:主讲人:祁永成 教授(美国Minnesota大学)
时间地点:
6月8日(周三)上午8:30-11:30 教二209
6月10日(周五)上午8:30-11:30 教二318
6月12日(周日)上午8:30-11:30 教二209
下午14:30-17:30 教二209
6月13日(周一)下午15:10-17:10 教二209
6月18日(周六)上午9:00-11:00 教二209
下午14:30-16:30 教二209
6月24日(周五)上午9:00-11:00 教二318
摘要:Empirical likelihood method is a nonparametric method of inference based on a data-driven likelihood ratio function. The method possesses many appealing properties of bootstrap method and likelihood method without resampling and assuming a parametric family for the data. In a series of talks we introduce Wilks theorem for the empirical likelihood method, show how to use it to construct confidence regions, and demonstrate some extensions of the method.