各位老师同学好, 以下发布一则学术报告通知, 欢迎各位老师同学参加, 谢谢！

报告题目：Quantile regression and homogeneity detection of a large dimensional panel data semiparametric model

报告人：李睿 教授  上海对外经贸大学

报告时间：2026年6月11日上午10：00

线下报告地点：红瓦楼726

报告内容简介：In this article, we delve into the quantile regression and homogeneity detection of a varying index coefficient panel data model, which incorporates fixed individual effects and exhibits nonlinear time trends. By utilizing the spline approximation, we obtain estimators for the trend functions, link functions, and index parameters, and subsequently establish the corresponding convergence rates and asymptotic normality. Observing that subjects within a group may share identical trend functions, we are motivated to further explore potential homogeneity in these trends. To this end, we propose a homogeneity identification algorithm based on binary segmentation. For the determination of the thresholding parameter in homogeneity identification, we propose a generalized Bayesian information criterion. Furthermore, we introduce a penalized method to discern the constant and linear structures within the nonparametric functions of our model. By leveraging grouped observations, we achieve more efficient estimation and improve the asymptotic properties. To demonstrate the finite sample performance of our proposed approach, we conduct simulation studies and apply our methodology to a real-world dataset comprising Air Pollution Data and Integrated Surface Data (APD&ISD).

报告人简介: 李睿，上海对外经贸大学统计与数据科学学院教授，博士生导师。主要从事半参数统计、复杂数据建模和分位数回归等相关研究，先后主持国家社会科学基金一般项目、教育部人文社会科学研究规划基金项目、全国统计科学研究重点项目、教育部重点实验室项目和上海市浦江人才项目等，在统计学国际期刊Statistica Sinica、Scandinavian Journal of Statistics、Journal of Computational and Graphical Statistics、Journal of Multivariate Analysis和计量经济学期刊Journal of Business and Economic Statistics等发表学术论文30多篇。担任中国现场统计研究会大数据统计分会常务理事和统计交叉科学研究分会理事、全国工业统计学教学研究会民族统计与数据科学分会常务理事。

报告邀请人：江渝