Prof.  Jin-Ting  Zhang
National University of Singapore,  Singapore

Title: Distribution approximation of chi-square type mixtures with applications in functional and high-dimensional data analysis

Abstract:

   In many hypothesis testing problems, the resulting test statistic is a chi-square type mixture whose distribution is often  difficult to be obtained.   In this talk, we describe a few simple  methods for approximating  their distributions.  These  methods are compared  numerically and theoretically.   A number of their applications in  functional and high-dimensional data analysis  are  discussed in some details. 

Biography: