报 告 人:崔恒建 教授
报告题目:Partial Penalized Likelihood Ratio Test for Sparse Case
报告时间:
报告地点:静远楼1506学术报告厅
报告内容摘要: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.
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