学术报告(常晓慧 7.9)

Flexible and efficient estimating equations for variogram es

发布人:高级管理员 发布日期:2018-07-09
主题
Flexible and efficient estimating equations for variogram es
活动时间
-
活动地址
新数学楼415
主讲人
常晓慧

 目:Flexible and efficient estimating equations for variogram estimation

报告人:常晓慧  (美国俄勒冈州立大学)

 间: 201879日(周一)   上午10:00-12:00

 点: 新数学楼415

 要:

Variogram estimation plays a vastly important role in spatial modeling. Different methods for variogram estimation can be largely classified into least squares methods and likelihood based methods. A general framework to estimate the variogram through a set of estimating equations is proposed. This approach serves as an alternative approach to likelihood based methods and includes commonly used least squares approaches as its special cases. The proposed method is highly efficient as a low dimensional representation of the weight matrix is employed. The statistical efficiency of various estimators is explored and the lag effect is examined. An application to a hydrology data set is also presented

个人简介:

      常晓慧博士2007年本科毕业于美国芝加哥大学,获统计学和经济学双学士学位,2011年毕业于芝加哥大学,获统计学博士学位(师从著名统计学家Michael Stein),此后在迈阿密大学商学院做博士后,2014年加入美国俄勒冈州立大学商学院,目前为助理教授。她的研究兴趣包括空间统计学,时空建模,小波分析等。她的科研工作发表在Biometrics, IEEE Transactions,  Computation Statistics and Data Analysis, Quantitative Finance等国际知名学术期刊上。

 

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2018/5/25