Wednesday, May 28, 2025

Time: 16:10-17:00

venue: Mathematics Building Room 527

Speaker: Prof. Jia-Han Shih(Department of Applied Mathematics, National Sun Yat-sen University)

Title: Regression association and its measurement

Abstract:

Measures of regression association aiming at the predictability of a random variable Y from another random variable X have received considerable attention recently. In this talk, we give a brief introduction to the concept of regression association and its measurement. This type of association between random variables arises naturally in the regression setting. Conventional association measures such as Pearson’s correlation coefficient, Spearman’s rho, and Kendall’s tau can only capture the degree of inter-variable association and are symmetric. In contrast, regression association measures are asymmetric and hence they can capture directional relationships between random variables. This talk will focus on the key concepts of the regression association measures and their nonparametric estimation methods. Real data examples are presented for illustration.