暨南大学经济学院建院40周年系列活动之学术讲座第47期
经济学院统计系列 Seminar 第75期
主题: Goodness-of-fit test for partially linear quantile regression models using projections
主讲人: 杜江 副教授
主持人：王国长
地点: 暨南大学经济学院（中惠楼）102室
会议时间：2020年11月21日下午15:00-16:00
摘要
In this talk, we consider a specification test for partially linear quantile regression models with high-dimensional covariates, which combines basis function approximations and unidimensional linear projections of the covariates. Under mild conditions, we establish the consistency of the proposed test method, and show that the proposed test can detect Pitman local alternatives converging to the null at the usual parametric rate. To improve the finite sample properties of the proposed test, we develop a wild bootstrap method to obtain the critical values or p-values, and show the validity of the proposed bootstrap method. We conduct Monte Carlo studies to investigate the finite sample performance of our new procedure, and find that the proposed test method produces satisfactory results. Finally, the proposed test method is illustrated by two real data examples.
主讲人简介
杜江，北京工业大学副教授，博士生导师。目前主持国家自然科学基金面上项目1项，中国博士后基金（面上）1项，北京市教委科技计划项目1项，参加国家重点研发计划1项、国家自然科学基金2项、国家社科科学基金1项。研究方向为函数型数据分析、空间数据分析、贝叶斯分析。
