时间：2018年11月7（星期三）、10日（星期六）
地点：沙河校区、东区主教110
主讲人：Professor Dietrichvon Rosen, Swedish University of Agricultural Sciences
课程大纲：This short course expands onthe classical statistical multivariate analysis theory by focusing on bilinearregression models, a class of models comprising the classical growth curvemodel and its extensions. In order to analyze the bilinear regression models inan interpretable way, concepts from linear models are extended and applied totensor spaces. Further, we consider decompositions of tensor products intonatural subspaces, and addresses maximum likelihood estimation, residualanalysis, influential observation analysis and testing hypotheses, whereproperties of estimators such as moments, asymptotic distributions orapproximations of distributions are also studied. Throughout the course,examples and several analyzed data sets illustrate the different approaches,and fresh insights into classical multivariate analysis are provided.
时间 |
主题 |
地点 |
11月7日10:10-12:00 |
Bilinear models, estimation with known dispersion matrices |
沙河东区主教110 |
11月7日13:30-15:30 |
Round-table discussions |
沙河东区四号楼201 |
11月7日15:40-17:30 |
Bilinear models, estimation with unknown dispersion matrices, residuals |
沙河东区主教110 |
11月10日9:00-12:00 |
The Matrix normal, Wishart and inverted Wishart distribution |
沙河东区主教110 |
11月10日13:30-16:30 |
Properties of estimators in bilinear models: moments and asymptotic results, Edgeworth expansions. |
沙河东区主教110 |
11月10日16:40-17:30 |
Discussions |
沙河东区主教110 |
参考书目
vonRosen, D. (2018), Bilinear Regression Analysis. https://doi.org/10.1007/978-3-319-78784-8
主讲人简介：Dietrich vonRosen is currently Professor in statistics at the Swedish University ofAgricultural Sciences, Uppsala, Sweden. He is appointed as the Editor-in-Chieffor Journal of Multivariate Analysis. He graduated (1986) from StockholmUniversity, Stockholm, Sweden as a mathematical statistician. Von Rosen’s maininterest is multivariate statistical analysis, in particular spatial-temporalmodels and high-dimensional statistical analysis. Moreover, von Rosen hasexperiences from complicated data analyses as well as advanced modeling,including spatial-temporal environmental data and EEG analysis of depressedpatients. Von Rosen has more than 100 publications in peer-reviewed journalsand is a coauthor (with T. Kõllo, Tartu University) of a book on advancedmultivariate analysis. Recent research projects include projects supported bythe Swedish Natural Research Council, the Swedish Institute, the Foundation forStrategic Environmental Research, Linneaues Centre for Bioinformatics, andothers. Von Rosen is Associate Editor of the Journal of Statistical Planningand Inference, Statistical papers, and Acta et Commentationes Universitatis Tartuensisde Mathematica.
