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【信息通知】英国卡迪夫大学田茂山博士学术讲座

2018-12-27 18:17:15

 

讲座嘉宾:田茂山博士

讲座时间:2018年12月29日上午9:00-11:00

讲座地点:大学生活动中心308

讲座主题:The Confidence Interval of Cross-Sectional Distribution of Completed Lifetimes and the Pairs Bootstrap

简介:

田茂山,2009年本科毕业于重庆工商大学经济学系,其后于2012年获英国卡迪夫大学金融经济学硕士学位,2018年获取英国卡迪夫大学经济学博士学位。在2018年底加入大连海事大学大学之前,田博士于2013年至2018年在英国卡迪夫大学任教学助理,并在博士期间获得英国博士全奖,专业排名第一。2018年底受聘于我校金融工程专业。

AbstractIn this paper, the pairs bootstrap is applied to calculate the variance the age distribution and the distribution completed lifetimes (DCL). These asymptotic results are compared with the asymptotic expansion of the variance. The Monte Carlo simulation was applied to investigate and evaluate the properties. In addition, the traditional Fieller’s method and Delta method is applied to construct the confidence of the DCL. The pairs bootstrap is applied to calculate the bootstrapped version of the variance of DCL and the construct the percentile confidence interval. In addition, the bootstrapped Fieller’s method and Delta method are also derived in this paper. Depending on the numerical results, Fieller’s method is superior to the remaining methods in the easly period while both delta and Fieller’s method is accurate in the last period. All the methods introduced in this paper provide the accurate confidence intervals for the DCL when the sample size is large enough.