报告题目：Asymptotic Properties of GEE with Diverging Dimension of Covariates

报告时间：2024年12月12日 (周四)  9：30-10：30

报告地点：综合楼615会议室

报告人：高启兵

报告人简介：

In this paper, for the generalized estimating equation (GEE) with diverging number of covariates, the asymptotic properties of GEE estimator are considered. Under the weaker assumption on the minimum eigenvalue of Fisher information matrix and some other regular conditions, we prove the asymptotic existence, consistency and asymptotic normality of the GEE estimator and the asymptotic distribution of the test statistics of linear combination of the unknown parameters.  The results are illustrated by Monte-Carlo simulations.

报告摘要：

高启兵，南京师范大学数学科学学院，教授，博士生导师。研究方向：近代回归分析，高维统计，经验似然，贝叶斯统计，纵向和函数型数据分析，精算学等。主持和参加多项国家级和省部级项目，已在Statistica Sinica, Technometrics, Metrika, Acta Mathematicae Applicatae Sinica(English Series)，Applied Energy,数学年刊A,应用概率统计等国内外学术期刊上发表学术论文三十几篇。