【主题】Expected Conditional Characteristic Function-based Measures for Testing Independence

【报告人】Xiangrong Yin , 教授

University of Kentucky

【时间】 2019年6月6日（星期四）10:00-11:00

【地点】上海财经大学统计与管理学院大楼1208会议室

【摘要】We propose a novel class of independence measures for testing independence between two random vectors based on the discrepancy between the conditional and the marginal characteristic functions. If one of the variables is categorical, our asymmetric index can be redeemed as the between group dispersion in a kernel ANOVA decomposition and leads to more powerful tests than those relying on symmetric measures. In addition, our index is also applicable when both variables are continuous. We develop two empirical estimates and obtain their respective asymptotic distributions. We illustrate the advantages of our approach by numerical studies across a variety of settings.

【嘉宾简介】Xiangrong Yin is Professor of Statistics at the University of Kentucky since 2014. He obtained his PhD degree in 2000 at the University of Minnesota. He was assistant, associate and professor at the University of Georgia (2000-2014).He is a fellow of ASA and a fellow of IMS. He was an associate editor for Statistica Sinica (2014-2017) and Statistics and Probability Letters (2010-2014). He has been an associate editor since 2010 for Journal of Nonparametric Statistics. His research interests are sufficient dimension reduction and sufficient variable selection, multivariate analysis and big data analytics. His research are partially supported by NSF grants. He has 66 papers published/accepted, including JASA, JRSSB, Biometrika and AOS.His paper with his adviser R. D. Cook won the 2001 The Inaugural Editor's Award for the best article published in the Australian and New Zealand Journal of Statistics. His paper with his student Yuan Xue won The Journal of Nonparametric Statistics Best Student Paper Prize 2015.

【主持人】王绍立