报告题目：Two sample test for high-dimensional functional data based on double projection integral
报 告 人：尤进红（上海财经大学统计与管理学院）
报告时间：2023年06月12日下午4：00
报告地点：翡翠科教B楼1008会议室
主办单位：经济学院
报告摘要：
Functional data are becoming more and more common but fewer literature study high-dimensional functional data test. In this paper, we propose a two-sample testing approach based on the double projection integral, to test the equality of the mean functions of two high-dimensional functional data. The asymptotic distributions of the proposed test statistic under the null and alternative hypotheses are derived, together with the power analysis. In practice, the functional data can only be observed on a set of grid points instead of the whole continuous curves and thus we also discuss the influence of curves reconstruction on the test. Extensive simulation results demonstrate that the proposed test method performs well in a wide range of settings. We further illustrate the utility of the proposed test approach by empirical analyses of two real datasets.
报告人简介:
尤进红教授，加拿大女皇大学（University of Regina）统计学博士，美国北卡罗纳教堂山分校博士后，上海财经大学统计与管理学院tenured常任轨教授、博士生导师，统计和数据科学研究院副院长，全国工业统计学教学研究会第九届理事会副会长，曾任Quality Technology and Quantitative Management (QTQM), special issue: Mathematical and Statistical Finance的客座编委（Guest Editor）。尤进红教授有十余年的北美学习、工作经历。长期从事计量经济学、数理统计以及生物统计的科学研究；在半参数，非参数回归建模，估计，检验及其在经济学， 金融学和生物医学方面的应用开展了许多有价值的研究工作；在国际和国内著名的统计和经济学杂志（包括Journal of the American Statistical Association，Journal of Econometric等）上发表学术论文六十余篇，其中三大检索论文六十余篇，被SCI他引几百余次；主持和参与过多个国家自科基金项目；为国际著名统计和计量经济杂志Annals of Statistics, Journal of the American Statistical Association , Biometrika和Journal of Econometric等的论文评审人。曾获上海市教委教学成果一等奖，上海财经大学先进工作者称号等奖项。
