JSM 2003 Online Program

Abstract #300173

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Activity Number:	469
Type:	Contributed
Date/Time:	Thursday, August 7, 2003 : 10:30 AM to 12:20 PM
Sponsor:	IMS
Abstract - #300173
Title:	Extensions of Smoothing Via Taut Strings
Author(s):	Lutz Duembgen*+ and Arne Kovac
Companies:	University of Berne and University of Duisburg-Essen
Address:	Sidlerstrasse 5, Berne, CH-3012, Switzerland
Keywords:	total variation ; penalization ; conditional quantiles
Abstract:	Let (X,Y) be a bivariate random variable. In order to estimate the conditional mean of Y given X, Mammen and van de Geer (1997) and Davies and Kovac (2002) propose a special penalized least squares procedure. In this talk we embed this procedure into a broader framework such that the estimation of conditional quantiles as well as Poisson or binary regression are included. We describe an explicit algorithm generalizing the "taut string" procedure of Davies and Kovac. Some results about consistency in supremum norm are presented.

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