报告人：尹燕青
报告地点：数学与统计学院415室
报告时间：2019年07月03日星期三15:00-16:00
邀请人：胡江
报告摘要：
Testing for heteroscedasticity and series correlation among error terms are basic problems in linear regression model diagnostics. In this talk, we will present simple tests for heteroscedasticity and series correlation that are applicable in both low and high dimensional linear regression models. The test statistics are based on the regression residuals and design matrix. The test procedures are robust under different distributions of random errors. The asymptotic distributions of the proposed statistics are derived via newly established joint central limit theorems the delta method. Good performance of the proposed tests is demonstrated by simulation results.
主讲人简介：
尹燕青，现任职于江苏师范大学。研究方向为大维随机矩阵的谱分析，高维统计分析，先后访问香港大学, 新加坡南洋理工大学，获得国家自然科学基金青年项目呢1项, 江苏省自然科学基金项目3项. 在TEST, Journal of Statistical Physics 等SCI期刊上发表论文十余篇。
