报告题目：A test for equality of two distributions via integrating characteristic functions
报告摘要：In this talk we will discuss the problem of testing the equality of two distributions by integrating the square norm of the difference between two corresponding empirical characteristic functions over a symmetric interval. This results in a linear combination of three different $U$-statistics. So the original testing problem is reduced to testing whether this linear combination is zero or not. Naturally we apply the jackknife empirical likelihood (JEL) method to the new hypothesis testing problem. It has been proved that, under multivariate case, the log JEL statistic after scaling tends to a chi square distribution with degree of freedom 1. Simulation studies are presented to study finite-sample performance of our method. This work is joint with Liu Yiming and Liu Zhi.
报告人简介：周望，新加坡国立大学统计与应用概率系教授。主要从事统计学的理论与应用研究，在高维数据估计、高维数据检验、数据降维、大维数据随机矩阵领域取得了重要的成果。迄今为止，在Annals of Statistics, Journal of American Statistical Association, Journal of Royal Statistical Society（B）, Biometrika, Bernoulli, Journal of Econometrics，Trans. Amer. Math. Soc.，Annals of Probability，Annals of Applied Probability等国际顶级期刊发表论文近60篇。