The second-order-stochastic expansion in some non-linear models

报告人：喻达磊
报告地点：数学与统计学院415报告厅
报告时间：2018年11月19日星期一14:00-15:30
报告摘要：

In this talk, we consider the general expression of the second-order-stochastic expansion and its application in two non-linear models. In specific, the second-order-bias-corrected estimator of spatial autoregressive models is developed. Moreover, we also study the second-order-corrected confidence interval in meta-regression models. Numerical studies show that our proposed method leads to improved results in finite sample settings.

主讲人简介：
喻达磊本科和硕士毕业于云南大学统计系，博士毕业于香港城市大学管理科学系，他于2012年正式加入云南财经大学统计系。研究领域为随机效应模型、混合模型以及空间计量经济学模型的模型选择、模型平均和估计理论等。在包括Journal of the Royal Statistical Society: Series B (Statistical Methodology)，Journal of the American Statistical Association和Scandinavian Journal of Statistics在内的国际统计学期刊上发表论文十余篇。主持国家自然科学基金项目两项，并于2017年入选云南省中青年学术和技术带头人后备人才。担任过Computational Statistics & Data Analysis, Statistical Analysis and Data Mining, Communications in Statistics - Simulation and Computation, 《系统科学与数学》等期刊的匿名审稿人。