JSM Preliminary Online Program
This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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Activity Number: 400
Type: Invited
Date/Time: Wednesday, August 5, 2009 : 8:30 AM to 10:20 AM
Sponsor: ENAR
Abstract - #302982
Title: Quantile Functions Distributed Over Space and Time
Author(s): James O. Ramsay and Jason D. Nielsen*+
Companies: McGill University and Carleton University
Address: School of Mathematics and Statistics, Ottawa, ON, K1S5B6, Canada
Keywords: quantile function ; risk management ; partial differential equation ; spatial data analysis
Abstract:

The quantile function maps a probability into events that will not be exceeded with that probability. It is substantially more useful in applications such as risk management than its functional inverse, the cumulative distribution function. We develop a partial differential equation for a quantile function varying over space and/or time, and use methods recently developed for parameter estimation for ordinary differential equation systems in this context. Spatially and seasonally varying distributions of rainfall in the Canadian prairies are estimated in order to help food producers to manage crops.

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