一、主讲人介绍：       

王跃东博士，美国加州大学圣巴巴拉分校终身教授，是统计学界具有卓越贡献的研究者，为国际统计学院当选会士、美国统计学会当选会士、英国皇家学会会士，是国际数理统计协会、泛华统计协会、国际统计科学学会的会员。致力于统计学方法及其应用的研究，围绕平滑样条、混合效应模型、生存分析、纵向数据、微阵列数据分析等方向，在统计学国际顶尖学术期刊（Journal of the American Statistical Association、Annals of Statistics、Journal of the Royal Statistical Society、Biometrika 等）发表高水平论文三十余篇。

二、讲座信息

       Estimation and model selection for nonparametric function-on-function regression：Regression models with functional response and functional covariates have recently received significant attention. While various nonparametric and semiparametric models have been developed, there is an urgent need for model selection and diagnostic methods. This study present a unified framework for estimation and model selection in nonparametric function-on-function regression. We consider a general nonparametric functional regression model with the model space constructed through smoothing spline analysis of variance (SS ANOVA). The proposed model reduces to some existing models when selected components in the SS ANOVA decomposition are eliminated. We propose new estimation procedures under either L1 or L2 penalty and show that combining the SS ANOVA decomposition and the L1 penalty provides powerful tools for model selection and diagnostics. We establish consistency and convergence rates for estimates of the regression function and each component in its decomposition under both the L1 and L2 penalties. Simulation studies and real examples show that the proposed methods perform well. 

讲座时间：2023年7月10日（星期二） 9:00-10:30

讲座地点：经济学院  经济3室

欢迎大家积极参加！

三、主办单位

经济学院

国际合作与交流处

2023年7月3日