报告人：李卫明副教授
主持人：李娜教授(betway必威副经理)
报告地点：燕山校区1号教学楼1502
报告时间：2024年4月12日（星期五）15：40-16：20
主办单位：betway必威
摘要：This paper investigates asymptotic behaviors of spatial-sign-based location and scatter estimators, i.e., the sample spatial median and its associated spatial-sign covariance matrix, in high-dimensional frameworks. Two stochastic representations for the spatial median are provided with explicit forms, which can characterize the first and second-order fluctuations of the spatial median in the almost sure sense. Beyond this, a new central limit theorem is established for linear spectral statistics of the spatial-sign covariance matrix. All these results are obtained under a general population model that covers the popular independent components model and the family of elliptical distributions.
报告人简介：李卫明，上海财经大学副教授，研究领域主要包括随机矩阵理论与高维统计分析，目前担任CSDA编委。先后主持国自然面上、国自然专项等基金项目。在概率统计学等方面杂志Annals of Statistics,Journal of the Royal Statistical SocietySeries B, Bernoulli,Statistica Sinica, Scandinavian Journal of Statistics,Annals of the Institute of Statistical Mathematics, IEEE Transactions on Information Theory等上发表论文二十余篇。