问题：Empirical Likelihood and Jackknife Empirical Likelihood

报告人：Prof. Liang Peng (Georgia Institute of Technology)

时间：2010年7月23日（周五）下昼3:00-4:00

所在：北京大学理科一号楼1479室

摘要：Empirical likelihood methods have been employed to test and construct confidence intervals for linear functionals in various fields. Recently, Jing, Yuan and Zhou (2009) proposed a jackknife empirical likelihood method for dealing with non-linear functionals with a particular application to U-statistics. After reviewing these methods, we will show how to extend to infer Gini index, copulas and tail copulas, which are of importance in social sciences and risk management.

报告人简介：彭亮教授在北京大学概率统计系获得硕士学位，在荷兰获得统计学博士学位。现为 Georgia Institute of Technology 数学系教授。为美国数理统计协会资深会员。研究偏向为极值理论、履历似然法等。