아래와 같이 초청특강을 개최하니 관심있는 여러분의 많은참석 부탁드립니다.

1. 일시 : 2025년 5월 23일(금), 오후 4시 30분 -

2. 장소 : 통계학과 스마트강의실 (자연대연구실험동 222호)

3. 연사 : 오희석교수 (서울대학교, 통계학과)

4. 연제 : Data-Adaptive Methods Using Composite Quantile Approach

Abstract

In this talk, we present data-adaptive methods that effectively capture the full distributional structures of multivariate and time series data. To achieve this, we adopt a composite quantile strategy that enhances estimation accuracy and reveals hidden patterns often overlooked by conventional methods, such as mean-based and single quantile-based models. Additionally, we establish the theoretical properties of the estimators, including consistency and asymptotic distributions. Furthermore, we demonstrate the empirical performance of the proposed methods through simulation studies and real data analyses.