统计与管理学院2016年学术报告第7期

【主  题】Efficient estimation of the nonparametric mean and covariance functions for longitudinal and sparse functional data

【报告人】 林华珍

西南财经大学

【时  间】 2016年4月11日（星期一）09:30－10:30

【地  点】 上海财经大学统计与管理学院大楼1208室

【摘  要】We consider the estimation of mean and covariance functions for longitudinal and sparse functional data by using the full quasi-likelihood coupling a modification of the local kernel smoothing method. The proposed estimators are shown to be consistent, asymptotically normal, and semiparametrically efficient in terms of their linear functionals. Their superiority to the competitors is further illustrated numerically through simulation studies. The method is applied to analyze an AIDS study.

【邀请人】 陈艳