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College of Arts & Sciences
Department of Statistics

Mijeong Kim Colloquium

Thursday, January 21, 2016 - 2:45pm

Statistics Department Colloquium

Where: LeConte College, Room 210

Speaker: Mijeong Kim

Affiliation: EWHA Womans University, Department of Statistics

Title:  Semiparametric Efficient and Robust Estimators for Nonlinear Regressions and Selection Models

Abstract: Semiparametric models have a finite-dimensional parameter of interest and an infinite-dimensional nuisance parameter.  Using a semiparametric approach, the estimator reaches the asymptotic optimality concerning the estimation variability.  Moreover, a semiparametric estimator is both consistent and robust to model mis-specification.  For this flexible model structure and the robustness, semiparametric models have been applied to various problems even for restricted situations that the parametric or nonparametric model is not available.  In this seminar, we introduce the semiparametric estimation for nonlinear regression and selection models and show asymptotic properties.  Numerical results are provided to support the results and illustrate the finite sample performance of the proposed estimator.  (Joint work with Dr. Yanyuan Ma and Dr. Marc G. Genton)