科学研究
报告题目:

Estimation and testing for time-varying quantile single-index models with longitudinal data

报告人:

李建波 教授(江苏师范大学2021欧洲杯买球平台官网)

报告时间:

报告地点:

数学院二楼报告厅

报告摘要:

Regarding semiparametric quantile regression, the existing literature is largely focused on independent observations. A time-varying quantile single-index model suitable for complex data is proposed, in which the responses and covariates are longitudinal/functional, with measurements taken at discrete time points. A statistic for testing whether the time effect is significant is developed. The proposed methodology is illustrated using Monte Carlo simulation and empirical data analysis.