报告题目：Testing the general linear hypothesis in high-dimensional heteroscedastic factor model via random integration

报 告 人：曹明响教授（安徽师范大学）

报告时间：2024年12月25日  9:00-10:00

报告地点：腾讯会议（564-547-853 会议密码：1225）

报告摘要：

In this paper, we proposed a test procedure based on random integration and the well-known Welch-Satterthwaite chi-square-approximate method to deal with the problem of general linear hypothesis testing (GLHT) in high-dimensional heteroskedastic factor model. The asymptotic distibutions of the proposed test statistic were obtained under the null and the alternative hypotheses, respectively. The results showed that it was more reasonable to approximate the distributions of the new test using the distribution of the chi-square type mixture. Numerical simulations and real data analysis further showed that our proposed test was more powerful than competing test.

报告人简介：

曹明响，安徽师范大学，博士，教授，省高校优秀青年人才支持计划、校“学科骨干”。在JMVA、JSPI、EJS、Statistical Papers、中国科学等SCI期刊上发表论文30余篇。主持国家社科基金1项、国家自科基金2项、教育部人文社科等省部级项目4项。国家社科基金通讯评审和成果鉴定专家、教育部学位与研究生教育发展中心通讯评议和专业水平评估专家、多个省份科技项目评审专家。在多个学会任常务理事、理事。