This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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460
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Type:
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Topic Contributed
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Date/Time:
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Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #307051 |
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Title:
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Consistency in Multidivariate Convex Regression
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Author(s):
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Emilio Francisco Seijo* and Bodhisattva Sen+
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Companies:
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Columbia University and Columbia University
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Address:
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1255 Amsterdam Avenue, New York, NY, 10027,
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Keywords:
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Convex Regression ;
Multivariate Regression ;
Consistency ;
Nonparametric Regression ;
Shape-Restricted Estimation
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Abstract:
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The talk will be about the consistency of the least squares estimator of a convex regression function when the predictor is multidimensional. We characterize and discuss the computation of such an estimator via the solution of certain quadratic and linear programs. Mild sufficient conditions for the consistency of this estimator and its subdifferentials in fixed and stochastic design regression settings are provided. We also consider a regression function which is known to be convex and componentwise nonincreasing and discuss the characterization, computation and consistency of its least squares estimator.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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