betway必威学术报告预告—On weak convergence of quantile-based empirical likelihood process for ROC curves

报告人:刘一鸣助理教授

报告地点:燕山校区1号教学楼1502

报告时间:2024年4月12日(星期五)16:20-17:00

主办单位:betway必威

摘要:The empirical likelihood (EL) method possesses desirable qualities such as automatically determining confidence regions and circumventing the need for variance estimation. As an extension, a quantile-based EL (QEL) method is considered, which results in a simpler form. In this paper, we delve into the framework of the QEL method. Firstly, we explore the weak convergence of the -2log empirical likelihood ratio for ROC curves. We also introduce a novel statistic for testing the entire ROC curve and the equality of two distributions. To validate our approach, we conduct simulation studies and analyze real data from hepatitis C patients, comparing our method with existing ones.

报告人简介:刘一鸣,暨南大经济学院助理教授,目前主要研究方向:随机矩阵、经验似然及其相关应用等。主持国自然科学基金,广东省自然科学面上基金,博士后面上,暨南大学宁静致远启明星等项目。至今已在IEEE Transactions on Information Theory, Bernoulli, Statistica Sinica, Statistics and Computing,Scandinavian Journal of Statistics等杂志发表论文10余篇。