Title: Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random

Keynote Speaker: Liang Hanying

Abstract: In this talk, we focus on the partially linear varying-coefficient quantile regression model when the data are right censored and the censoring indicator is missing at random. Based on the calibration and imputation methods, a three-stage approach is proposed to construct the estimators of the linear part and the nonparametric varying-coefficient function for this model. At the same time, we discuss the variable selection of the covariates in the linear part by adopting adaptive LASSO penalty. Under appropriate assumptions, the asymptotic normality of the proposed estimators is established, and the penalized estimators are proven to have the oracle property. Simulation study and a real data analysis are conducted to evaluate the performance of the proposed estimators.

Speaker Introduction: Liang Hanying, Professor, Doctoral Tutor and Vice President of the School of Mathematical Sciences, Tongji University. He currently acts as a member of the China Probability and Statistics Association, the Executive Director of Survival Analysis Branch of China Field Statistics Research Association, China High-dimensional Data Statistics Branch of China Field Statistics Research Association, and Big Data Statistics Branch of China Field Statistics Research Association, and a member of the Resource and Environmental Statistics Branch of the China Field Statistics Research Association, and China Engineering Probability Statistics Association.

He has led in research of 4 projects of the National Natural Science Foundation of China, 1 international cooperation project and 2 projects of the Ministry of Education. He was sponsored by the Alexander-von-Humboldt-Stiftung Foundation of Germany. He has published 130 academic papers, won the second prize of 11th National Outstanding Achievement Award in Statistical Research and second prize of Chongqing Natural Science.

Inviter: Wang Hanchao, Associate Professor

Time: June 10 (Monday), 16:00-17:00

Location: Hall 1238, Block B, Zhixin Building, Central Campus

Hosted by: School of Mathematics, Shandong University