主题：Asymptotics of spatial-sign based location and scatter estimators in high dimensions
主讲人：李卫明 副教授（上海财经大学）
主持人：刘一鸣 助理教授（太阳城集团）
会议时间：2022年9月27日（周二）下午14：30-15：30
会议工具：腾讯会议（ID：150-793-727）
摘要
This work investigates asymptotic behaviors of spatial-sign based location and scatter estimators, i.e., the sample spatial median and its associated spatial-sign covariance matrix, in high-dimensional frameworks. Two stochastic representations for the spatial median are provided with explicit forms, which can characterize the first and second order fluctuations of the spatial median, in the almost sure sense. Beyond this, a new central limit theorem is established for linear spectral statistics of the spatial-sign covariance matrix. All these results are obtained under a general population model that covers the popular independent components model and the family of elliptical distributions.
主讲人简介
李卫明，2010年毕业于东北师范大学，获博士学位。2016/07-至今，任教于上海财经大学统计与管理学院，副教授。研究领域包括高维统计分析，随机矩阵理论等。已在Journal of the Royal Statistical Society, Series B, Annals of Statistics, IEEE Transactions on Information Theory,Bernoulli等顶级统计学期刊上发表多篇学术论文。
