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【10月5日预告】比特币怎么挖矿“百脉大讲坛”第95讲
时间:2021-10-01

 

时 间:2021-10-05

题 目:Spatial-temporal Model with Heterogeneous Random Effects

主讲人:冯兴东教授(上海财经大学)

时 间:202110516:00 —

地 点:腾讯会议(ID797 380 553

会议直播:https://meeting.tencent.com/l/DyRFngaRbW7d

https://ssm.sufe.edu.cn/_upload/article/images/c0/2e/3f6994394adeb51d21c49d91636c/fc6037c8-3efd-47c1-805f-eafd6540c0d2.jpg

摘 要:In this paper, we propose a novel spatial-temporal model with individual random effects characterized by a location-scale structure, which allows us to flexibly capture the pure influence of space-specific factors in the framework of quantile regression.

A hybrid two-stage estimation procedure is introduced for this model, where the first stage proposes a Gaussian quasi-maximum likelihood estimator (QMLE) for the spatial-temporal effects while the second stage constructs a weighted conditional quantile estimator (WCQE) to study the conditional quantiles of the random effects related to space-specific attributes.

The validity of the two-stage hybrid estimation is verified, and the asymptotic properties of our estimators are established.

Our simulation study indicates that the proposed estimation procedure performs well in different scenarios with finite samples, and a real case study on the air quality of China is used to illustrate the application of the proposed method.


主讲人简介:

冯兴东,上海财经大学统计与管理比特币院长、统计学教授、博士生导师。研究领域为数据降维、稳健方法、分位数回归以及在经济问题中的应用、大数据统计计算等,在国际顶级统计学期刊JASAAoSJRSSBBiometrika上发表论文多篇。2018年入选国际统计学会推选会员(Elected member)2019年全国青年统计学家协会副会长,2019年全国统计教材编审委员会第七届委员会专业委员(数据科学与大数据技术应用组),2020年担任国务院学科评议组(统计学)成员。

 

 

科研处 比特币怎么挖矿