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

  Browse A-Z

Log in

Cambridge users (raven)details Other usersdetails No account?details

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

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.

Other lists

Laing O'Rourke Centre Seminars Jesus College Graduate Society Graduates' and Fellows' Symposia Philiminality Cambridge

Other talks

Protein Folding, Evolution and Interactions Symposium Childhood adversity and chronic disease: risks, mechanisms and resilience Statistical analysis of biotherapeutic datasets to facilitate early ‘Critical Quality Attribute’ characterization. Panel comparisons: Challenor, Ginsbourger, Nobile, Teckentrup and Beck Prices of peers: identifying endogenous price effects between real assets Political Thought, Time and History: An International Conference Statistical Methods in Pre- and Clinical Drug Development: Tumour Growth-Inhibition Model Example Thermodynamics de-mystified? /Thermodynamics without Ansätze? Picturing the Heart in 2020 Constructing the virtual fundamental cycle 'Walking through Language – Building Memory Palaces in Virtual Reality' Insight into the molecular mechanism of extracellular matrix calcification in the vasculature from NMR spectroscopy and electron microscopy
 

© 2006-2024 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity