JSM 2004 - Toronto

Abstract #301303

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2004 Program page
Activity Number: 188
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #301303
Title: On Geometric Conditional Quantiles
Author(s): Jan G. De Gooijer*+
Companies: University of Amsterdam
Address: Roetersstraat 11, Amsterdam, 1018 WB, Netherlands
Keywords: asymptotic normality ; Bahadur representation ; confidence ellipsoids ; conditional geometric quantile ; kernel function
Abstract:

Motivated by Chaudhuri's work (1996) on unconditional geometric quantiles, we explore the asymptotic properties of sample conditional geometric quantiles, defined through kernel functions, in high dimensional spaces. First, we establish a Bahadur-type linear representation for the conditional quantile estimator. Also we obtain the convergence rate of the remainder term in this representation. Using these results, we prove that the estimated conditional geometric quantile is asymptotically normally distributed. Based on these results we propose confidence ellipsoids for multivariate conditional quantiles. These ellipsoids are shown to have asymptotically good coverage properties and to behave well in finite-sample situations. The methodology is illustrated via data analysis and a Monte Carlo study.

  • 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 2004 program

JSM 2004 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.
Revised March 2004