报告人：刘一鸣助理教授
报告地点：燕山校区1号教学楼1502
报告时间：2024年4月12日（星期五）16：20-17：00
主办单位：山东财经大学统计与数学学院
摘要：The empirical likelihood (EL) method possesses desirable qualities such as automatically determining confidence regions and circumventing the need for variance estimation. As an extension, a quantile-based EL (QEL) method is considered, which results in a simpler form. In this paper, we delve into the framework of the QEL method. Firstly, we explore the weak convergence of the -2log empirical likelihood ratio for ROC curves. We also introduce a novel statistic for testing the entire ROC curve and the equality of two distributions. To validate our approach, we conduct simulation studies and analyze real data from hepatitis C patients, comparing our method with existing ones.
报告人简介：刘一鸣，暨南大经济学院助理教授，目前主要研究方向：随机矩阵、经验似然及其相关应用等。主持国自然科学基金，广东省自然科学面上基金，博士后面上，暨南大学宁静致远启明星等项目。至今已在IEEE Transactions on Information Theory, Bernoulli, Statistica Sinica, Statistics and Computing，Scandinavian Journal of Statistics等杂志发表论文10余篇。