主题：Chattejee's Rank Correlation: What is New?

报告人：Fang HAN, Department of Statistics, University of Washington

主持人：Jianfeng J. YAO, Presidential Chair Professor, School of Data Science, CUHK-Shenzhen

日期：1 March (Friday), 2024

时间：4:00 PM - 5:00 PM, Beijing Time

形式：Hybrid

地点：103 Meeting Room, Daoyuan Building

SDS视频号直播：

语言：English

摘要：

In this talk, the speaker will provide an overview of the recent progress made in exploring Sourav Chatterjee's newly introduced rank correlation. The objective is to elaborate on its practical utility and present several new findings pertaining to (a) the asymptotic normality and limiting variance of Chatterjee's rank correlation, (b) its statistical efficiency, and (c) the issue of its bootstrap inconsistency.

Notably, the presentation will reveal that Chatterjee's rank correlation is root-n consistent, asymptotically normal, but bootstrap inconsistent - a rare phenomenon in the literature.

简介：

Dr. Fang Han is an associate professor of statistics, of economics (adjunct) at the University of Washington, and an affiliated investigator at Fred Hutchinson Cancer Research Center. He obtained his Ph.D. from the Department of Biostatistics, the Johns Hopkins University in 2015. His research interests include rank- and graph-based methods, statistical optimal transport, mixture models, nonparametric and semiparametric regressions, time series analysis, and random matrix theory.