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SUMMARY:Simultaneous Confidence Band and Hypothesis Test in Generalised Va
 rying-Coefficient Models - Wenyang Zhang (University of Bath)
DTSTART:20081024T150000Z
DTEND:20081024T160000Z
UID:TALK14321@talks.cam.ac.uk
CONTACT:8419
DESCRIPTION:Generalised varying-coefficient models (GVC) are very importan
 t models.\nThere is a considerable number of literature addressing these m
 odels.\nHowever\, most of the existing literature are devoted to the estim
 ation\nprocedure.  In this talk\, I will systematically investigate the s
 tatistical\ninference for GVC\, which includes confidence band as well as 
 hypothesis test.\nI will show the asymptotic distribution of the maximum d
 iscrepancy between\nthe estimated functional coefficient and the true func
 tional coefficient.\nI will compare different approaches for the construct
 ion of confidence band and hypothesis test.\n Finally\, I will use the pr
 oposed statistical inference methods to analyse the\ndata from China about
  contraceptive use there\, which leads to some interesting\nfindings.\n
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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