This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
|
106
|
Type:
|
Invited
|
Date/Time:
|
Monday, August 2, 2010 : 8:30 AM to 10:20 AM
|
Sponsor:
|
International Association for Statistical Computing
|
Abstract - #306024 |
Title:
|
Additive Models for Quantile Regression: Selection and Postselection Inference
|
Author(s):
|
Roger Koenker*+
|
Companies:
|
University of Illinois
|
Address:
|
Department of Economics, Champaign, IL, 61820,
|
Keywords:
|
|
Abstract:
|
We consider a class of models for conditional quantile functions with additive nonparametric components. Smoothness of the nonparametric components is controlled by constraining the total variation of derivatives, while a lasso penalty is imposed on the parametric components. Model selection of the smoothing and lasso lambda parameters, and post-selection inference on model effects will be emphasized.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.