讲座人：郑术蓉 教授，东北师范大学365bet

讲座题目：ADAPTIVE TESTS FOR BANDEDNESS OF HIGH-DIMENSIONAL COVARIANCE MATRICES

讲座时间：2021/04/07，星期三，10:00-12:00

讲座简介：

Estimation of high-dimensional banded covariance matrix is widely used in multivariate statistical analysis. To ensure the validity of estimation, we aim to test the hypothesis that the covariance matrix is banded with a certain bandwidth under the high-dimensional framework. Though several testing methods have been proposed in the literature, the existing tests are only powerful for some alternatives with certain sparsity levels, whereas they may not be powerful for alternatives with different sparsity levels. The goal of this paper is to propose a new test for banded covariance matrix which is powerful for alternatives with various sparsity levels. The proposed new test can also be used for testing the banded structure of covariance matrices of error vectors in high-dimensional factor models. Simulation studies and an application to a prostate cancer data from protein mass spectroscopy are conducted for evaluating the validity of the proposed new test for banded covariance matrix.

讲座人简介：

郑术蓉，东北师范大学教授。主要研究方向是：大维随机矩阵理论及高维统计分析。曾在Annals of Statistics, JASA, Biometrika等统计学期刊上发表多篇跟大维随机矩阵理论有关的学术论文。现任Statistica Sinica, Journal of Multivariate Analysis等学术期刊编委，全国青年统计学家协会副会长等。曾主持国家自然科学基金委优秀青年科学基金、面上项目等多个项目。

姜丹丹 邀请您参加腾讯会议

会议主题：姜丹丹预定的会议

会议时间：2021/03/24-2021/06/30 10:00-12:00(GMT+08:00) 中国标准时间 - 北京, 每周 (周三)

点击链接入会，或添加至会议列表：

https://meeting.tencent.com/s/x0rE3894gGvK

会议 ID：766 6038 9461

会议密码：214257

手机一键拨号入会

+8675536550000,,76660389461# (中国大陆)

+85230018898,,,2,76660389461# (中国香港)

根据您的位置拨号

+8675536550000 (中国大陆)

+85230018898 (中国香港)