Time: 13:30-14:30pm, Nov. 10, 2018, Wednesday
Venue: RoomA318, Xiaojiao Building, North Zhongshan Road Campus
Spreker: Associate Professor Caiyun Fan, School of Statistics and Information, Shanghai University of International Business and Economics
Abstract: In censored linear regression, a key assumption is that the error is independent of predictors. We develop an omnibus test to check error heterogeneity in censored linear regression. Our approach is based on testing the variance component in a working kernel machine regression model. The limiting null distribution of the proposed test statistic is shown to be a weighted sum of independent chi-squared distributions with one degree of freedom. A resampling scheme is derived to approximate the null distribution. The empirical performance of the proposed tests is evaluated via simulation and two real data sets.
Speaker’s Bio：范彩云，上海对外经贸大学统计与信息学院统计系副教授。2015年获得上海财经大学博士学位，曾访问过美国北卡罗来纳州立大学统计系。主要从事复杂数据分析、生存分析、个性化医疗，金融统计等的教学和研究工作。近年来，以第一作者或者通讯作者在国内外统计学权威期刊发表论文多篇，其中被SCI收录5篇，包括国际顶级统计学期刊《Journal of the Royal Statistical Society Series B》上已发表一篇，完成译著一部。 目前主持完成国家自然科学天元基金、上海市浦江人才计划、上海市教委青年教师资助项目各一项，正在主持国家自然科学基金委青年项目、全国统计科学研究重点项目各一项。
