財金系擬於 5/3(五) 邀請 Prof. Pinyuen Chen,  至本所進行專題演講，相關訊息如下：

時間: 5/3(五) 10:30~12:00

地點: 管一 405

演講人: Prof. Pinyuen Chen

學校: Department of Mathematics, Syracuse University

講題: Nonparametric Selection of the Smallest-Dispersion Multivariate Population

Abstract:

We present our recent attempts in selecting the smallest- dispersion multivariate population under a nonparametric setting. First we recall univariate nonparametric selection procedures, give motivations for this research, and review depth function for multivariate data. A depth based quantile is used to define the dispersion between populations. Then we propose selection procedures using the sample depth based quantiles. We are looking for applications in finance and management and we welcome your suggestions.