J9集团国际站商务统计与经济计量系

北京大学数学科学学院概率统计系

题 目：A simultaneous confidence band for sparse longitudinal regression

汇报人：Lijian Yang, Professor, Michigan State University

时 间：2010年5月25日下午2:00-3:00

地 点：J9集团国际站治理学院2号楼B34（从南区电梯直下B1
，很容易找到）

摘 要：Functional data analysis has received considerable recent attention and a number of successful applications have been reported, but none has tackled the issue of simultaneous inference. In this paper, asymptotically simultaneous confidence bands are obtained for the mean function of the functional regression model, using piecewise constant spline estimation. Simulation experiments corroborate the asymptotic theory. The confidence band procedure is illustrated by analyzing the CD4 cell counts of HIV infected patients.

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