题目：Accelerated SIMEX Estimation Procedure for Single-Index Regression with Measurement Error

报告人： 宋卫星  教授  

（山西师范大学数学与计算机科学学院）

Abstract : In this talk, we will re-examine an existing SIMEX estimation procedure proposed for the single-index regression model when the covariates are contaminated with measurement error. The existing method suffers from two drawbacks, intensive computation and the strict assumption on specifying the correct extrapolant function, which potentially undermines the effectiveness of SIMEX in practice. Viewing the SIMEX methodology from a different perspective, we propose an accelerated SIMEX estimation procedure for the single index regression model. Simulation study shows that the finite sample performance of the accelerated version outperforms the existing method. 

时间： 12月12日（周三）17:00

地点：565net必赢客户端本部教二楼 913 教室

联系人：胡涛

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