Academic Report of School of Mathematical Sciences [2025] No. 143

(Series Report for High-Level University Construction No. 1244)

Title：Model identification and selection method for varying coefficient EV models with missing responses

Speaker：Professor Mingtao Zhao（Anhui University of Finance and Economics）

Time：15:00-16:00, Dec.9, 2025

Location：Tencent Meeting(Number:405-809-173)

Abstract：In this talk, we propose a model identification and selection method for varying coefficient errors-in-variables (EV) models with missing responses, termed the imputation-based bias-corrected double-penalized estimating equation (ibbcDPEE) method. The proposed method does not need to assume in advance whether the regression coefficients in models are constants or varying coefficients. First, it utilizes B-spline basis functions to approximate the nonparametric regression coefficients. Subsequently, the bias-corrected double-penalized estimating equation (bcDPEE) is constructed based on the observed responses, while accounting for the bias in the unobserved covariates. The missing responses are then imputed via the kernel estimation technique. Lastly, the ibbcDPEE is constructed to do model identification and selection simultaneously. Under some regularity conditions, the proposed method can consistently identify and select varying coefficients and nonzero constant coefficients. Moreover, the estimators of the varying coefficients achieve the optimal convergence rate of nonparametric function estimation. The finite sample performance of the proposed method is evaluated through simulation studies and a real data analysis

Speaker Profile：Mingtao Zhao , Professor and Doctoral Supervisor at Anhui University of Finance and Economics. His primary research focuses on mathematical statistical inference and applied statistical analysis, with interests in nonparametric and semiparametric statistical modeling and inference for complex data, as well as applied statistical analysis in economics, finance, environmental science, and resource management. In recent years, he has led and completed multiple research projects funded by the National Social Science Fund and provincial/ministerial-level agencies, publishing over 40 papers in journals including Statistical Research, Statistics and Computing, and the Electronic Journal of Statistics.

Faculty and students are welcome to attend!

Invited by: Yan Zhou

School of Mathematical Sciences

December 5, 2025