学术报告
Consistent test for spatial autoregressive models with high-dimensional covariates using projections - 杜江（北京工业大学）
“2021首师大青年统计论坛”系列报告
题目：Consistent test for spatial autoregressive models with high-dimensional covariates using projections
报告人：杜江（北京工业大学）
时间：2021年4月15日周四晚上20:00-21:00
地点：线上腾讯会议（会议号：709 455 5647）
Abstract : In this talk, we consider the lack-of-fit test for linear spatial autoregressive models with high-dimensional covariates. Combining the unidimensional linear projections of the covariates with the residual marked empirical process, a projection-based test procedure is proposed. Under mild conditions, we establish the consistent of the proposed test statistic, and show that the proposed test can detect Pitman local alternatives converging to the null at the usual parametric rate. To obtain the finite sample properties of the proposed test, we develop a wild bootstrap method to obtain the p-value, and show the validity of the proposed bootstrap method. Some Monte Carlo are implemented to investigate the finite sample performance of our new procedure, and show that the proposed test method produces satisfactory results. Finally, the developed methodology is illustrated by two real data examples.
报告人简介：杜江，北京工业大学理学部副教授，博士生导师。主要从事函数型数据分析、模型检验等方向的研究。主持国家自然基金面上项目1项，北京市教委项目1项，目前发表学术论文近30篇。
联系人：周洁、胡涛
举办单位：77779193永利官网统计系 、北京应用统计学会、交叉科学研究院
