| 主讲人 |
GUANGMING PAN |
简介 |
<p class="MsoNormal" align="left" style="line-height: 18pt;"><span style="font-family: Arial;"><span lang="EN-US" style="font-size: 11pt;">Abstract</span></span><span lang="EN-US" style="font-size: 11pt; font-family: Arial, sans-serif;"><o:p></o:p></span></p>
<p class="MsoNormal" align="left" style="line-height: 18pt;"><span style="font-family: Arial;"><span lang="EN-US" style="font-size: 11pt;">This talk is about a short introduction to random matrix theory (large sample covariance matrices) </span><span lang="EN-US" style="font-size: 11pt;">including CLT of the extreme eigenvalue and linear spectral statistics. Its applications to high</span><span lang="EN-US" style="font-size: 11pt;"> dimensional statistics inference will be discussed as well.</span></span><span lang="EN-US" style="font-size: 11pt; font-family: Arial, sans-serif;"><o:p></o:p></span></p> |
| 时间 |
2014-12-17(星期三)16:30-18:00 |
地点 |
Economics Building N303 |
| 讲座语言 |
English |
主办单位 |
WISE & SOE |
| 承办单位 |
Department of Statistics |
类型 |
系列讲座 |
| 联系人信息 |
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主持人 |
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| 专题网站 |
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专题 |
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| 主讲人简介 |
<p> Guangming Pan, Associate Professor of Nanyang Technological University, Singapore</p>
<p>CV: <a href="/EventsMgr/Upload/File/2014/12/20141201085519990.pdf">EventsMgr/Upload/File/2014/12/20141201085519990.pdf</a></p> |
期数 |
【2014年12月17日】厦门大学高级计量经济学与统计学系列讲座2014秋季学期第十讲（总第53讲） |
