This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
|
Activity Number:
|
412
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
IMS
|
| Abstract - #307686 |
|
Title:
|
Approximation by Log-Concave Distributions, with Applications to Regression
|
|
Author(s):
|
Lutz Duembgen*+ and Dominic Schuhmacher and Richard Samworth
|
|
Companies:
|
University of Bern and University of Bern and University of Cambridge
|
|
Address:
|
Institute of Statistics, Bern, International, CH-3012, Switzerland
|
|
Keywords:
|
weak continuity ;
Mallows' distance ;
semiparametric linear regression ;
regression quantiles ;
isotonic regression
|
|
Abstract:
|
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.
|
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 2010 program
|
2010 JSM Online Program Home
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.