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SUMMARY:Additive Models for Quantile Regression: Model Selection and Confi
 dence Bandaids - Roger Koenker (Univ. Illinois)
DTSTART:20110527T150000Z
DTEND:20110527T160000Z
UID:TALK31149@talks.cam.ac.uk
CONTACT:HoD Secretary\, DPMMS
DESCRIPTION:We describe some recent development of nonparametric methods f
 or estimating conditional quantile functions using additive models with to
 tal variation roughness penalties. We focus attention primarily on selecti
 on 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 m
 odeling childhood malnutrition in India. The methods described have been i
 mplemented in the R package {\\tt quantreg}. \n\nhttp://www.econ.uiuc.edu/
 ~roger/research/bandaids/bandaids.html\n\nhttp://www.econ.uiuc.edu/~roger/
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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