主 题: Nonparametric Structured Regression
报告人: Byeong U. Park, Seoul National University
时 间: 2013-10-17 14:00-15:00
地 点: 英国威廉希尔公司理科1号楼1114房间(北大统计中心活动)
I will give an overview of the smooth backfitting technique for nonparametric structured models. I will demonstrate their wide applicability in various regression models such as nonparametric regression with dependent error variables where the errors can be transformed to white noise by a linear transformation, nonparametric regression with repeatedly measured data, nonparametric panels with fixed effects, and non- and semi-parametric autoregression and GARCH-models. I will present the methods and their theory focusing on additive models and generalized varying coefficient models.
About the speaker(报告人介绍):Byeong U. Park is a Professor of Seoul National University. He holds B.Sc and M.Sc degrees from Seoul National University and a Ph.D. degree from University of California at Berkeley. He has been serving as Editor-in-Chief for Journal of the Korean Statistical Society, and as an Associate Editor for Annals of Statistics, for Journal of Nonparametric Statistics and for Annals of Institute of Statistical Mathematics. He chaired the Local Organizing Committee for the inaugural Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM), co-chaired the Scientific Program Committee for the second IMS-APRM, and is now chairing the committee for the third IMS-APRM. He served for the Scientific Program Committee of 2013 World Statistics Congress (Hong Kong, August 25-30) as a Theme Day Co-organizer, and is now serving for the Scientific Program Committee of 2015 World Statistics Congress (Rio de Janeiro, July 27-31) as the Bernoulli Society Representative. He is a Fellow of American Statistical Association and of Institute of Mathematical Statistics. He is also a Fellow of Korean Academy of Science and Technology. He has conducted his leadership research in nonparametric smoothing, semiparametric inference, high-dimensional models, boundary/frontier estimation, and asymptotic analysis in general, for nearly twenty five years. His personal website is http://stat.snu.ac.kr/theostat/bupark.htm