统计学系系列讲座之316-317期
统计学系系列讲座之316期
时间:2018年8月22日(周三)10:00-11:00
地点:史带楼301室
主持人:黎德元 教授 复旦大学管理学院统计学系
主题:Testing the multivariate regular variation model
主讲人:Associate Prof. Chen Zhou Erasmus University Rotterdam and De Nederlandsche Bank (荷兰)
简介:Chen Zhou is associate professor of statistics at the Erasmus University Rotterdam and seminar economist at De Nederlandsche Bank (荷兰中央银行). His main research interests are in extreme value statistics and its applications in risk management. Chen has published in various top journals of statistics and finance. Chen is the associate editor of Extremes.
摘要:In this paper, we propose a test for the multivariate regular variation model. The test is based on testing whether the extreme value indices of the radial component conditional on the angular component falling in different subsets are at the same level. Combining the test on the constancy across different conditional extreme value indices with testing the regular variation of the radial component, we obtain the test for testing multivariate regular variation. Simulations and applications are studied.
统计学系系列讲座之317期
时间:2018年8月27日(周一)13:30-14:30
地点:史带楼302室
主持人:朱仲义 教授 复旦大学管理学院统计学系
主题:Biostatisticians at Work at FDA
主讲人:Dr. Lihan Yan Office of Biostatistics and Epidemiology at the Center of Biologics Evaluation and Research (CBER) at FDA.
简介:Dr. Lihan Yan is currently the Acting Branch Chief and also a team leader in the Division of Biostatistics, Office of Biostatistics and Epidemiology at the Center of Biologics Evaluation and Research (CBER) at FDA. She has over 25 years of experience in the statistical analyses of epidemiological and clinical trial data as well as the reviews and researches for developing new medical products especially vaccine and allergenic products in both the industrial and regulatory settings. Dr. Yan has over 25 publications related to vaccine research, statistical methodology development and applications. She holds a M.S. degree in Statistics from Virginia Tech and a Ph.D. in Biostatistics from the George Washington University.
摘要:The US Food and Drug Administration (FDA) is responsible for protecting and promoting public health through the control and supervision of food safety, tobacco products, dietary supplements, prescription and over-the-counter pharmaceutical drugs, vaccines, biopharmaceuticals, blood transfusions, medical devices, electromagnetic radiation emitting devices, cosmetics, animal foods & feed and veterinary products. Biostatisticians at FDA play instrumental role in executing FDA’s mission. Dr. Yan will share how FDA is organized and functions, the role and responsibilities of a biostatistician at work at FDA.
统计学系
2018-8-20
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