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【学术讲座-“相约星期五”学术沙龙】Conditional marginal test in high dimensional quantile regression

发布日期:2023-09-19 11:05:29   来源:统计与数学学院   点击量:

报告主题:Conditional marginal test in high dimensional quantile regression
时间:2023年9月22日13:30-14:30
地点:上川路校区二教105/腾讯会议  会议号:984 1292 8754 密码:6666
报告人:王银凤

报告内容简介:

Analyzing the tail quantiles of a response distribution is sometimes more important than analyzing the mean in biomarker studies. Inferences in a quantile regression are complicated when there exist a large number of candidate markers, together with some prespecified controlled covariates. In this study, we develop a new and simple testing procedure to detect the effects of biomarkers in a high-dimensional quantile regression in the presence of protected covariates. The test is based on the maximum-score-type statistic obtained from a conditional marginal regression. We establish the asymptotic properties of the proposed test statistic under both null and alternative hypotheses and propose an alternative multiplier bootstrap method, with theoretical justifications. We use numerical studies to show that the proposed method provides adequate controls of the family-wise error rate with competitive power, and that it can also be used as a stopping rule in a forward regression. The proposed method is applied to a motivating genome-wide association study to detect single nucleotide polymorphisms associated with low glomerular filtration rates in type 1 diabetes patients.

主讲人简介:

2014年1月毕业于复旦大学管理学院,2018年8月进入我校工作,发表高水平SCI论文10余篇。


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