一、报告时间

2026年11月9日（星期一）15:00

二、报告地点

经管101报告厅

三、报告人

虞克明，英国伦敦布鲁内尔大学教授

四、报告主题

Directional Residual-Based Recovery of Latent Functional Groups in Short Panel Models

五、报告摘要

We propose a directional residual-based homogeneity pursuit procedure for varying-coefficient short panel models with individual fixed effects. The method identifies latent groups of individuals that share common coefficient functions without requiring preliminary estimation of individual-specific nonparametric trajectories. The key idea is to construct residual-score vectors from a pooled first-stage fit and exploit the associated directional information in the spline coefficient space to recover latent functional heterogeneity. This preserves directional information that is unavailable from scalar residual discrepancies and is designed for settings with a fixed time dimension.Given the estimated partition, we estimate group-specific coefficient functions through a combined adaptive SCAD procedure that distinguishes identically zero effects, nonzero constant effects, and genuinely varying effects. Under a fixed-T, large-N asymptotic framework, we establish exact recovery of the latent partition under directional separation conditions and derive oracle properties for the post-selection estimator. With an undersmoothed refitting step, we further obtain asymptotic normality for nonzero constant effects and studentized pointwise asymptotic normality for genuinely varying coefficient functions.Simulation studies demonstrate the advantages of retaining directional residual information for group recovery and functional estimation. An application to monthly observations from 21 United Kingdom weather stations identifies two latent station groups with distinct sunshine temperature relationships and heterogeneous roles of air frost and rainfall.

六、报告人简介

虞克明（Keming Yu），英国伦敦布鲁内尔大学（Brunel University of London）统计学与数据科学讲习教授（Chair Professor）、数学学科研究影响中心主任，英国皇家统计学会会士，英国社会科学研究理事会（ESRC）、工程与自然科学研究理事会（EPSRC）及欧洲科学基金会（ESF）评审专家。现任《Journal of the Royal Statistical Society: Series C》编委，曾担任《Journal of the American Statistical Association: Applications and Case Studies》《Journal of the Royal Statistical Society: Series A》等国际期刊编委。连续入选2021、2022、2023及2025年斯坦福大学与爱思唯尔发布的全球前2%科学家榜单，2024年获ScholarGPS高排名学者称号。虞克明教授是贝叶斯分位数回归领域的先驱学者之一，主要从事统计方法论与数据科学研究，已在《Journal of the American Statistical Association》《Journal of the Royal Statistical Society: Series B》《Journal of Econometrics》《Journal of Business & Economic Statistics》《Bernoulli》等国际知名统计学期刊发表论文150余篇。