应数学与统计学院李周平教授和杨四辈教授邀请，厦门大学钟威教授将于2021年7月2日至7月3日访问我校并作学术报告。

报告题目：Multi-Kink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis

时    间：7月2日（星期五）下午2:30

地    点：理工楼631报告厅

报告摘要：Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for longitudinal data analysis. It relaxes the linearity condition and assumes different regression forms in different regions of the domain of the threshold covariate. In this paper, we first propose a multi-kink quantile regression for longitudinal data. Two estimation procedures are proposed to estimate the regression coefficients and the kink points locations: one is a computationally efficient profile estimator under the working independence framework while the other one considers the within-subject correlations by using the unbiased generalized estimation equation approach. The selection consistency of the number of kink points and the asymptotic normality of two proposed estimators are established. Secondly, we construct a rank score test based on partial subgradients for the existence of kink effect in longitudinal studies. Both the null distribution and the local alternative distribution of the test statistic have been derived. Simulation studies show that the proposed methods have excellent finite sample performance. In the application to the longitudinal progesterone data, we identify two kink points in the progesterone curves over different quantiles and observe that the progesterone level remains stable before the day of ovulation, then increases quickly in five to six days after ovulation and then changes to stable again or even drops slightly.

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钟威教授简介

钟威，现任厦门大学王亚南经济研究院和经济学院统计学与数据科学系教授、博士生导师，经济学院院长助理，国家自然科学基金优秀青年基金获得者（2019），福建省自然科学杰出青年基金获得者（2019）。2012年获得美国宾夕法尼亚州立大学统计学博士学位，2014年和2017年分别破格晋升副教授和教授。主要从事高维数据统计分析和理论、统计学习和数据挖掘算法、计量经济学、统计学和数据科学的应用等领域的研究。在The Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of Business & Economic Statistics, Annals of Applied Statistics, Statistica Sinica，中国科学数学等国内外统计学权威期刊发表20多篇论文。担任美国统计协会(ASA)期刊《Statistical Analysis and Data Mining》和加拿大统计期刊《The Canadian Journal of Statistics》的副主编。

甘肃应用数学中心

兰州大学大数据科学研究中心

萃英学院

甘肃省高校应用数学与复杂系统省级重点实验室

数学与统计学院

二〇二一年七月一日