報告人：童行偉 教授

報告題目：Random Change Point Model with an Application to the China Household Finance Survey(CHFS)

報告時間：2026年4月22日（周三）上午10：30

報告地點：云龍校區(qū)6號樓304報告廳

主辦單位：數(shù)學與統(tǒng)計學院、數(shù)學研究院、科學技術(shù)研究院

報告人簡介：

童行偉，北京師范大學教授，博士生導師，目前擔任北京師范大學數(shù)理統(tǒng)計系系主任、教育心理與數(shù)據(jù)科學技術(shù)與應(yīng)用廣東省普通高校重點實驗室主任。博士畢業(yè)于北京大學數(shù)學科學學院，美國University of Missouri, Columbia博士后，長期從事生物統(tǒng)計、金融統(tǒng)計、因果分析及穩(wěn)健統(tǒng)計領(lǐng)域前沿研究。現(xiàn)擔任中國因果推斷分會常務(wù)理事；中國工業(yè)統(tǒng)計學教學研究會副會長；國際生物統(tǒng)計學會（International）中國分會常務(wù)理事，北京大數(shù)據(jù)協(xié)會副會長等。主持科技部重點研發(fā)課題1項，1項國家自然科學重點子課題和多項國家自科面上項目等，在Annals of Statistics, Biometrika, Statistica Sinica等頂尖期刊發(fā)表學術(shù)論文60余篇。

報告摘要：

We consider a linear model with a change point according to the unknown random threshold of a covariate. We give the EM estimation of the regression and change point parameters. The existence of the random change point is detected by the supremum (SUP) test of score statistics. Theoretically, we establish the convergency and asymptotic distribution of the estimation, and show that the EM estimates converge in distribution to normal distribution. In addition, the numerical performance of the proposed approach is demonstrated through simulation studies. Finally, applying our methodology to household financial decisions, the average debt tolerance of Chinese households is estimated to be 1.1364 times the sum of total household income and financial assets. The effect of assets and income on consumption shows a rapid decline if the household exceeds the average debt tolerance.