主  題:審計(jì)與統(tǒng)計(jì)

內(nèi)容簡介:In this talk, we propose two sufficient variable selection procedures: one-stage and two-stage approaches using independence measures for continuous responses. Although any independence measure can be used, we use distance correlation and Hilbert-Schmidt Independence Criterion correlation to illustrate the two procedures. By comparing with some existing marginal screening methods, we show the advantages of the proposed procedures through simulation studies and a real data analysis. Our procedures are model-free and robust against model misspecification, especially useful, when the active predictors are marginally independent of the response.

報(bào)告人:鄭石橋      教授    博導(dǎo)

時(shí)  間:2018-11-21    14:30

地  點(diǎn):競慧東樓302

舉辦單位:統(tǒng)計(jì)與數(shù)學(xué)學(xué)院  統(tǒng)計(jì)科學(xué)與大數(shù)據(jù)研究院