報(bào)告人:童行偉 教授
報(bào)告題目:Random Change Point Model with an Application to the China Household Finance Survey(CHFS)
報(bào)告時(shí)間:2026年4月22日(周三)上午10:30
報(bào)告地點(diǎn):云龍校區(qū)6號(hào)樓304報(bào)告廳
主辦單位:數(shù)學(xué)與統(tǒng)計(jì)學(xué)院、數(shù)學(xué)研究院、科學(xué)技術(shù)研究院
報(bào)告人簡(jiǎn)介:
童行偉,北京師范大學(xué)教授,博士生導(dǎo)師,目前擔(dān)任北京師范大學(xué)數(shù)理統(tǒng)計(jì)系系主任、教育心理與數(shù)據(jù)科學(xué)技術(shù)與應(yīng)用廣東省普通高校重點(diǎn)實(shí)驗(yàn)室主任。博士畢業(yè)于北京大學(xué)數(shù)學(xué)科學(xué)學(xué)院,美國(guó)University of Missouri, Columbia博士后,長(zhǎng)期從事生物統(tǒng)計(jì)、金融統(tǒng)計(jì)、因果分析及穩(wěn)健統(tǒng)計(jì)領(lǐng)域前沿研究。現(xiàn)擔(dān)任中國(guó)因果推斷分會(huì)常務(wù)理事;中國(guó)工業(yè)統(tǒng)計(jì)學(xué)教學(xué)研究會(huì)副會(huì)長(zhǎng);國(guó)際生物統(tǒng)計(jì)學(xué)會(huì)(International)中國(guó)分會(huì)常務(wù)理事,北京大數(shù)據(jù)協(xié)會(huì)副會(huì)長(zhǎng)等。主持科技部重點(diǎn)研發(fā)課題1項(xiàng),1項(xiàng)國(guó)家自然科學(xué)重點(diǎn)子課題和多項(xiàng)國(guó)家自科面上項(xiàng)目等,在Annals of Statistics, Biometrika, Statistica Sinica等頂尖期刊發(fā)表學(xué)術(shù)論文60余篇。
報(bào)告摘要:
We consider a linear model with a change point according to the unknown random threshold of a covariate. We give the EM estimation of the regression and change point parameters. The existence of the random change point is detected by the supremum (SUP) test of score statistics. Theoretically, we establish the convergency and asymptotic distribution of the estimation, and show that the EM estimates converge in distribution to normal distribution. In addition, the numerical performance of the proposed approach is demonstrated through simulation studies. Finally, applying our methodology to household financial decisions, the average debt tolerance of Chinese households is estimated to be 1.1364 times the sum of total household income and financial assets. The effect of assets and income on consumption shows a rapid decline if the household exceeds the average debt tolerance.