Seminar Series of the Department of Statistics and Data Science, No. 508
Time: Wednesday, April 8, 2026, 4:00-5:00 p.m.
Venue: Guoshun Campus, Starr Building, Room 302
Moderator: Professor Zhongyi Zhu, Department of Statistics and Data Science
Speaker: Professor Liugen Xue, Beijing University of Technology
Title: Two-stage Estimation and Bias-corrected Empirical Likelihood in a Partially Linear Single-index Varying-coefficient Model
Abstract: In this talk, we study the estimation and empirical likelihood (EL) of the parameters of interest in a partially linear single-index varying-coefficient model. A two-stage method is presented to estimate the regression parameters and the coefficient functions. The asymptotic distributions of the proposed estimators are obtained. Furthermore, a bias-corrected EL ratio for the regression parameters is proposed. It is shown that the ratio is asymptotically standard chi-squared. The result can be directly used to construct the EL confidence regions of the regression parameters. Simulation studies are carried out to evaluate the finite sample behavior of the proposed method. An application example of a real data set is given.
Bio: Liugen Xue is Professor at Beijing University of Technology, Distinguished Professor at Henan University, and doctoral supervisor. His research focuses on nonparametric statistics and data analysis. His main research interests include statistical inference for nonparametric and semiparametric models, statistical analysis and modeling of complex data, and empirical likelihood. He has led 16 national- and provincial-level research projects, including six projects funded by the General Program of the National Natural Science Foundation of China. He has published six books, either as sole author or first author, including three research monographs. He has published more than 280 research papers in academic journals in China and abroad, including six papers in leading international journals in statistics such as Journal of the American Statistical Association, Journal of the Royal Statistical Society: Series B, The Annals of Statistics, and Biometrika. Three of his papers have been recognized as highly cited papers. As first award recipient, he received one Second Prize for Natural Science from the Ministry of Education and one First Prize for Outstanding Achievements in Statistical Scientific Research at the national level. He has supervised 20 doctoral students and 45 master's students. Among the students he has supervised, one received the Beijing Outstanding Doctoral Dissertation Award, one received a nomination for the National Outstanding Doctoral Dissertation Award, and one received the Second Prize for Outstanding Doctoral Dissertation in National Statistical Scientific Research.