This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 601
Type: Invited
Date/Time: Thursday, August 5, 2010 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #306143
Title: Estimation of Multiple Noncrossing Quantile Regression Functions
Author(s): Yufeng Liu*+ and Yichao Wu
Companies: The University of North Carolina at Chapel Hill and North Carolina State University
Address: Department of Statistics and Operations Research, Chapel Hill, NC, 27599,
Keywords: Asymptotic normality ; Kernel ; Noncrossing ; Regularization ; Variable Selection
Abstract:

Quantile regression is a very useful statistical tool to learn the relationship between the response variable and covariates. For many applications, one often needs to estimate multiple conditional quantile functions of the response variable given covariates. Although one can estimate multiple quantiles separately, it is of great interest to estimate them simultaneously. In this talk, a new multiple noncrossing quantile regression estimation technique will be presented. Both asymptotic properties and finite sample performance will be presented to illustrate usefulness of the proposed method.


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