University of Cambridge > Talks.cam > Statistics > Additive Models for Quantile Regression: Model Selection and Confidence Bandaids

Additive Models for Quantile Regression: Model Selection and Confidence Bandaids

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact HoD Secretary, DPMMS.

We describe some recent development of nonparametric methods for estimating conditional quantile functions using additive models with total variation roughness penalties. We focus attention primarily on selection of smoothing parameters and on the construction of confidence bands for the nonparametric components. Both pointwise and uniform confidence bands are introduced; the uniform bands are based on the Hotelling (1939) tube approach. Some simulation evidence is presented to evaluate finite sample performance and the methods are also illustrated with an application to modeling childhood malnutrition in India. The methods described have been implemented in the R package {\tt quantreg}.

http://www.econ.uiuc.edu/roger/research/bandaids/bandaids.html

http://www.econ.uiuc.edu/roger/

This talk is part of the Statistics series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2017 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity