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数学学院、所2023年系列学术活动(第91场):赵慧 教授 中南财经政法大学统计与数学学院

发表于: 2023-06-25   点击: 

报告题目:Regression analysis of mixed panel count data with dependent observation processes

报 告 人:赵慧 教授 中南财经政法大学统计与数学学院

报告时间:2023年6月28日 14:30-15:30

报告地点:腾讯会议 ID:790426606  

校内联系人:王培洁 wangpeijie@jlu.edu.cn


报告摘要:Event history data commonly occur in many areas and a great deal of literature on their analysis has been established. However, most of the existing methods apply only to a single type of event history data. Recently, several authors have discussed the analysis of mixed types of event history data and the existence of dependent observation processes is another issue that one often has to deal with in the analysis of event history data. This paper discusses regression analysis of mixed panel count data with dependent observation processes, which has not been addressed in the literature, and for the problem, an approximate likelihood estimation approach is proposed. For the implementation, an EM algorithm is developed and the proposed estimators are shown to be consistent and asymptotically normal. An extensive simulation study is performed to assess the performance of the proposed approach and indicates that it works well in practical situations. An application to a set of real data is provided.


报告人简介:赵慧,中南财经政法大学统计与数学学院教授,博士生导师。2005年北京大学博士毕业,先后在中科院系统所和美国密苏里大学从事博士后研究。曾担任中国现场统计研究会理事,湖北省现场统计学会常务理事,中国现场统计研究会多个分会理事。先后主持3个国家自然科学基金项目,并在 JASA, Biometrics, Scandinavian Journal of Statistics,Statistic in Medicine,Journal of Multivariate Analysis,Lifetime Data Analysis, Canadian Journal of Statistics,Journal of Nonparametric Statistics,《中国科学》,《数理统计与管理》等国内外知名统计学术期刊发表论文五十余篇。主要研究方向为:生存分析;复发事件数据分析;变量选择,图模型与因果推断等。