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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:TALK14336@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 st
 atistical\ninference for GVC\, which includes confidence band as well as h
 ypothesis test.\nI will show the asymptotic distribution of the maximum di
 screpancy between\nthe estimated functional coefficient and the true funct
 ional coefficient.\nI will compare different approaches for the constructi
 on of confidence\nband and hypothesis test.\nFinally\, I will use the prop
 osed statistical inference methods to analyse the\ndata from China about c
 ontraceptive use there\, which leads to some interesting\nfindings.\n
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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