This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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412
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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Abstract - #307686 |
Title:
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Approximation by Log-Concave Distributions, with Applications to Regression
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Author(s):
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Lutz Duembgen*+ and Dominic Schuhmacher and Richard Samworth
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Companies:
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University of Bern and University of Bern and University of Cambridge
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Address:
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Institute of Statistics, Bern, International, CH-3012, Switzerland
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Keywords:
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weak continuity ;
Mallows' distance ;
semiparametric linear regression ;
regression quantiles ;
isotonic regression
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Abstract:
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Consider an arbitrary distribution P on d-dimensional space. We present necessary and sufficient conditions on P such that there exists a (unique) approximation with log-concave density in a Kullback-Leibler sense. Furthermore we discuss (semi-) continuity properties of this approximation as a function of P. These results entail consistency of the nonparametric maximum likelihood estimator of a log-concave density. Further applications to regression problems are presented in the second part of the talk.
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Authors who are presenting talks have a * after their name.
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