主  題:High order conditional distance covariance with conditional mutual independence

內容簡介:We construct a high  order conditional distance covariance, which generalizes the notation of conditional distance covariance. The joint conditional distance covariance is defined as a linear combination of  conditional distance covariances, which can capture the joint relation of many random vectors given one vector. Furthermore, we develop a new method of conditional independent test based on the joint conditional distance covariance.  Simulation results indicate that the proposed method is very effective. We also apply our method to analyze the relationships of $PM_{2.5}$ in five  Chinese cities: Beijing, Tianjin, Jinan, Tangshan and Qinhuangdao by Gaussian graphical  model.

報告人:周望      教授

時  間:2018-12-26    11:00

地  點:竟慧東樓302

舉辦單位:統(tǒng)計與數(shù)學學院  統(tǒng)計科學與大數(shù)據(jù)研究院