题 目:Inferences for Some Change-point Model
时间:2015年5月11日(周一)14:00-15:00
地点:6号楼415教室
主讲人:黄文涛教授
主办单位:数学与统计学院
内容摘要
Abstract:We consider a nonparametric change-point model other than an abrupt change. Some explanations and examples of the setup of such model are given. Estimations of change points and its related parameters are proposed. Some asymptotic properties of those estimates are also studied. Some simulations are also given.
主讲人简介
Wentao Huang, PhD. of Department of Statistics, Purdue University, West Lafayette, Indiana, USA, 1972. He is now the editor-in-Chief of International Journal of Information and Management Sciences (EI), the professor of Tamkang University, Taiwan during Sept/2000-June/2010, professor of Emeritus of Tamkang University since June/2010, and the elected Member of International Statistical Institute (ISI, 1980). He was the Associate Fellow and Research Fellow of institute of Statistical Sciences, Academia Sinica during 1972-1976 and 1976-2000 respectively, President of Taiwan Intellectual Technology and Applied Statistics Association during June/2006-June/2008, Associate Editor of Statistica Sinica during 1991-1993, and Associate Editor of J. App Math and Decision Sci during 1997-2001.
He is interested in the research in Statistical inference, Bayesian Statistics, and Industrial statistics. He published more than 46 papers published including 25 SCI, 8 EI, 6 Symposium, with high-quality papers published in Journal of Applied Mathematics and Computing, Communications in Statistics: Theory and Methods, Statistics and Probability Letters, Computational Statistics & Data Analysis, and so on.