统计学名人名家论坛系列：6月7日中国科学院王启华教授来中心讲座预告

讲座题目：A Convex Programming Solution Based Debiased Estimator for Quantile with Missing Response and High-dimensional Covariables
主讲人：王启华 教授
讲座时间：2022年6月7日（周二）15:00-16:00
地点：线上：腾讯会议ID703-206-306 线下：综合楼644会议室

讲座摘要：

This paper is concerned with the estimating problem of response quantile with high dimensional covariates when response is missing at random.
Some existing methods define root-$n$ consistent estimators for the response quantile. But these methods require correct specifications of both the conditional distribution of response given covariates and the selection probability function.
In this paper, a debiased estimating method is proposed  by solving a weighted

estimating equation with the weights obtained by solving a convex programming. The estimator obtained by the proposed method is asymptotically normal given a correctly specified parametric model for the condition distribution function, without the requirement to specify and estimate the selection probability function. Moreover, the proposed estimator is asymptotically more efficient than the existing estimators. The proposed method is evaluated by a simulation study and is illustrated by a real data example.

主讲人简介：

王启华，中国科学院数学与系统科学研究院研究员，浙江工商大学兼职特聘教授，博士生导师，国家杰出青年基金获得者，教育部长江学者奖励计划特聘教授，中科院“百人计划”入选者。曾在北京大学与香港大学任教，先后访问加拿大、美国、德国及澳大利亚10多所世界一流大学。主要从事复杂数据经验似然统计推断、缺失数据分析、高维数据统计分析、大规模数据分析等方面的研究， 出版专著三部，在The Annals of Statistics,  JASA及Biometrika等国际重要刊物发表论文140余篇, 部分工作已产生广泛而持久的学术影响。曾主持国家自然科学基金重点项目，作为核心骨干成员先后参加了两项国家自然科学基金创新群体项目。是高维统计分会理事长， 生存分析分会副理事长，中国现场统计研究会常务理事，是一些国际与国内学术期刊的编委。