统计与管理学院2015年学术报告第6期
【主 题】 Partial Penalized Likelihood Ratio Test for Sparse Case
【报告人】 崔恒建 教授
首都师范大学
【时 间】 2015年1月19日（星期一）09:00－10:00
【地 点】 上海财经大学统计与管理学院大楼1208室
【语 言】 英文
【摘 要】 A test method via partial penalized likelihood approaches is proposed in this talk. Under regularity conditions, the oracle property of the partial penalized likelihood estimators is established. Furthermore, the partial penalized likelihood ratio test statistics are discussed, and their asymptotic distributions under the null hypothesis and the local alternative hypothesis are obtained by imposing some mild condition on the penalty functions. And all these results parallels the results in the classical likelihood ratio theory. Numerical simulations and an analysis of Prostate Cancer data confirm our theoretical findings and demonstrate the promising performance of the proposed partial penalized likelihood in hypothesis testing and variable selection.
