[Ml-stat-talks] [stat seminar reminder]: Friday 1:00pm by Weining Wang

xtong at princeton.edu xtong at princeton.edu
Thu Feb 24 23:14:00 EST 2011

 Hi All,

 The stat seminar on Friday Feb 25th will be given by Weining Wang from
Berlin. Note that it will start at 1:00pm instead of the usual 12:30pm.  

 Title: Local Quantile Regression


 Conditional quantile curves provide a comprehensive picture of a response
contingent on explanatory variables. Quantile regression is a technique to
estimate such curves. In a fexible modeling framework, a specific form of
the quantile is not a priori fixed. Indeed, the majority of applications
do not per se require specific functional forms. This motivates a local
parametric rather than a global fixed model tting approach. A
nonparametric smoothing estimate of the conditional quantile curve
requires to consider a balance between local curvature and variance. In
this paper, we analyze a method based on a local model selection technique
that provides
 an adaptive estimate. Theoretical properties on mimicking the oracle
 are offered and applications to stock market and weather analysis are


 Xin Tong
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