12月12日 杭卫强博士学术报告(数学与统计学院)

威尼斯人游戏网站:2019-12-11浏览:125设置

报 告 人: 杭卫强 博士

报告题目:Extended Goodness-of-Fit Tests for Regression Models

报告威尼斯人游戏网站:2019年12月12日(周四)上午11:00

报告地点:静远楼1508学术报告厅

主办单位:数学与统计学院、科学技术研究院

报告摘要:

Goodness-of-fit tests for the conditional mean and conditional variance have been extensively studied in the literature,which concern whether a postulated model represents the underlying conditional mean or variance of the data adequately. However, little attention has been paid to checking adequacy of the whole model beyond the conditional moments. In this paper, we consider the goodness-of-fit of models that are designed to incorporate all relevant information provided by the covariates to the response.This is particularly relevant to the noise model in causality analysis.Combining an measure of independence and resampling method, we propose a new method for the test. Corresponding asymptotic results are established. We demonstrate numerically the performance of our tests and compare the results with existing relevant methods. Using our tests, we check for  existence of possible causal effect of a real data set.


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