應(yīng)yl7703永利官網(wǎng)李周平教授和楊四輩教授邀請(qǐng)，廈門大學(xué)鐘威教授將于2021年7月2日至7月3日訪問我校并作學(xué)術(shù)報(bào)告。

報(bào)告題目：Multi-Kink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis

時(shí)    間：7月2日（星期五）下午2:30

地    點(diǎn)：理工樓631報(bào)告廳

報(bào)告摘要：Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for longitudinal data analysis. It relaxes the linearity condition and assumes different regression forms in different regions of the domain of the threshold covariate. In this paper, we first propose a multi-kink quantile regression for longitudinal data. Two estimation procedures are proposed to estimate the regression coefficients and the kink points locations: one is a computationally efficient profile estimator under the working independence framework while the other one considers the within-subject correlations by using the unbiased generalized estimation equation approach. The selection consistency of the number of kink points and the asymptotic normality of two proposed estimators are established. Secondly, we construct a rank score test based on partial subgradients for the existence of kink effect in longitudinal studies. Both the null distribution and the local alternative distribution of the test statistic have been derived. Simulation studies show that the proposed methods have excellent finite sample performance. In the application to the longitudinal progesterone data, we identify two kink points in the progesterone curves over different quantiles and observe that the progesterone level remains stable before the day of ovulation, then increases quickly in five to six days after ovulation and then changes to stable again or even drops slightly.

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鐘威教授簡介

鐘威，現(xiàn)任廈門大學(xué)王亞南經(jīng)濟(jì)研究院和經(jīng)濟(jì)學(xué)院統(tǒng)計(jì)學(xué)與數(shù)據(jù)科學(xué)系教授、博士生導(dǎo)師，經(jīng)濟(jì)學(xué)院院長助理，國家自然科學(xué)基金優(yōu)秀青年基金獲得者（2019），福建省自然科學(xué)杰出青年基金獲得者（2019）。2012年獲得美國賓夕法尼亞州立大學(xué)統(tǒng)計(jì)學(xué)博士學(xué)位，2014年和2017年分別破格晉升副教授和教授。主要從事高維數(shù)據(jù)統(tǒng)計(jì)分析和理論、統(tǒng)計(jì)學(xué)習(xí)和數(shù)據(jù)挖掘算法、計(jì)量經(jīng)濟(jì)學(xué)、統(tǒng)計(jì)學(xué)和數(shù)據(jù)科學(xué)的應(yīng)用等領(lǐng)域的研究。在The Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of Business & Economic Statistics, Annals of Applied Statistics, Statistica Sinica，中國科學(xué)數(shù)學(xué)等國內(nèi)外統(tǒng)計(jì)學(xué)權(quán)威期刊發(fā)表20多篇論文。擔(dān)任美國統(tǒng)計(jì)協(xié)會(huì)(ASA)期刊《Statistical Analysis and Data Mining》和加拿大統(tǒng)計(jì)期刊《The Canadian Journal of Statistics》的副主編。

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