报告主题：SID: a novel class of nonparametric tests of independence for censored outcomes

时间：2025年4月18日13:00-13:45

地点：腾讯会议 会议号：968 2605 9049 

报告人：刘吉彩

报告内容简介：

In this paper, we propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for deriving the SIDs is to use a counting process strategy, which equivalently transforms the intractable independence test due to the presence of censoring into a test problem for complete observations. The SIDs are equal to zero if and only if the right-censored response and covariates are independent, and they are capable of detecting various types of nonlinear dependence. We propose empirical estimates of the SIDs and establish their asymptotic properties. We further develop a wild bootstrap method to estimate the critical values and show the consistency of the bootstrap tests. The numerical studies demonstrate that our SID-based tests are highly competitive with existing methods in a wide range of settings.

主讲人简介：

刘吉彩，上海立信会计金融学院副教授。目前担任中国现场统计学会大数据统计分会常务理事、统计交叉科学研究分会理事以及青年统计学家协会理事。他长期从事生存分析、高维数据分析以及统计机器学习等领域的科学研究，在国内外权威的统计学期刊上发表学术论文30余篇。 先后主持了国家自然科学基金天元项目、青年项目以及教育部人文社科项目等多项课题。