伟易博商务统计与经济计量系

北京大学数学科学学院概率统计系

题' '&' ' ' '&' ' ' '&' ' 目：A simultaneous confidence band for sparse longitudinal regression

报告人：Lijian Yang, Professor, Michigan State University

时' '&' ' ' '&' ' ' '&' ' ' '&' ' 间：2010年5月25日下昼2:00-3:00

地' '&' ' ' '&' ' ' '&' ' ' '&' ' 点：伟易博治理学院2号楼B34（从南区电梯直下B1，很容易找到）

摘' '&' ' ' '&' ' ' '&' ' ' '&' ' 要：Functional data analysis has received considerable recent attention and a number of successful applications have been reported, but none has tackled the issue of simultaneous inference. In this paper, asymptotically simultaneous confidence bands are obtained for the mean function of the functional regression model, using piecewise constant spline estimation. Simulation experiments corroborate the asymptotic theory. The confidence band procedure is illustrated by analyzing the CD4 cell counts of HIV infected patients.

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