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