报告题目：CTE2: Conditional Tail Expectation Treatment Effect

报告时间：2026年1月16日下午15:00

报告地点：北湖东校区数统新楼201室

主办单位：澳门博彩在线

报告人：黎德元

报告人简介：黎德元，复旦大学管理澳门博彩在线 统计与数据科学系教授，博士生导师。研究方向：极值统计、分位数回归、分布式统计推断、风险管理、隐私保护、因果推断。目前已在Annals of Statistics, JASA, Biometrika，Sinica, JBES, Journal of Economic Theory, Econometric Theory等统计学和经济学期刊上发表高水平学术论文40余篇，主持国家自然科学基金项目5项、教育部科研基金1项,海关总署“百日攻关”项目2项。目前担任中国现场统计研究会教育统计与管理分会副理事长、全国工业统计学教学研究会第十届理事会常务理事。

摘要：The subgroup average treatment effect, which evaluates effects for predefined sub populations, is often more interpretable than the pointwise conditional average treatment effect. In this paper, we focus on the extreme subpopulations and propose the conditional tail expectation treatment effect (CTE2). By combining inverse probability weighting technique with extreme value theory, we develop estimators for CTE2 at extreme levels. We establish the asymptotic normality of our estimators through a novel multivariate causal tail empirical process framework. The finite-sample performance of the estimator is demonstrated through simulation studies. We further illustrate the utility of our approach by applying it to estimate the CTE2 of college education on wages.