主 题: 第26期学术午餐会报名通知——On M-estimation in Increasing Dimensions: Discontinuity and U-processes
报告人: 李伟 2013级博士 (大阳城2138(中国)股份有限公司)
时 间: 2017-11-17 12:00-13:30
地 点: 理科一号楼1560
各位数院研究生同学：
研究生学术午餐会是在学院领导的大力支持下，由研究生会负责组织的系列学术交流活动。午餐会每次邀请一位同学作为主讲人，面向全院各专业背景的研究生介绍自己科研方向的基本问题、概念和方法，并汇报近期的研究成果和进展，是研究生展示自我、促进交流的学术平台。研究生会已经举办了25期活动，我们将于2017年11月17日周五举办第二十六期学术午餐会活动，欢迎感兴趣的老师和同学积极报名参加。
午餐会时间：2017年11月17日(周五)中午12:00-13:30
地点：理科一号楼1560
报告人简介：李伟，2013级博士，导师是周晓华和耿直教授，概率统计方向。
报告题目[Title]：On M-estimation in Increasing Dimensions: Discontinuity and U-processes。
报告摘要[Abstract]：This paper studies a family of M-estimators whose objective functions are formulated as U-processes and may be discontinuous. Notable examples in this family include Han’s maximum rank correlation (Han, 1987) and Cavanagh and Sherman’s generalized maximum rank correlation (Cavanagh and Sherman, 1998) estimators for monotonic index models, Khan and Tamer’s rank estimator for semiparametric censored duration models (Khan and Tamer, 2007), and Abrevaya and Shin’s rank estimator for generalized partially linear index models (Abrevaya and Shin, 2011). For these estimators, we for the first time obtain Bahadur-type bounds, establishing asymptotic normality (ASN) for all linear contrasts under the “Portnoy Paradigm”, namely, the number of parameters, p, in the model is allowed to increase with the sample size, n. The main results show that, often in estimation, as p/n → 0, (p/n)^{1/2} rate of convergence is obtainable. On the contrary, asymptotic normality requires much stronger scaling requirements than p^2/n → 0. Theoretically, our analysis builds on but also extends Spokoiny (2012a) in a significant way, where the loss function has to be differentiable. For handling non-differentiable loss functions, we establish a new maximal inequality for degenerate U-processes of many covariates, which plays a pivotal role in our analysis and is of independent interest.
报名方式：请有意参加的老师在2017年11月16日（周四）中午12点前发送邮件至smsxueshu@126.com，我们将回复邮件和您确认，邮件报名方式仅限于老师，有意参加的同学请点击报名链接https://www.wjx.top/jq/18086908.aspx，谢谢！
