Speaker: Prof. Zhezhen Jin, Columbia University (Hosted by Jiancheng Jiang)
Title: Variance estimation in semiparametric regression models
Abstract: In semiparametric regression analysis, objective functions and estimating functions for regression parameters are often nonsmooth and non-monotone, which results in difficulty in the corresponding variance estimation. I will discuss the issues and present available and newly developed methods with general theory, implementation and demonstrate the methods with examples.