JSM 2012 Online Program

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462	Wed, 8/1/2012, 8:30 AM - 10:20 AM	CC-Room 32A
Variance and Quantile Estimation — Contributed Papers
Section on Nonparametric Statistics
Chair(s): Peng Wang, Bowling Green State University
8:35 AM	Inverse Probability Weighting for Quantile Regression — Ben Sherwood
8:50 AM	L-Statistics for Repeated Measurements Data with Application to Estimation of Trimmed Means and Quantiles and Construction of Tolerance Intervals — Houssein Assaad ; Pankaj Choudhary, The University of Texas at Dallas
9:05 AM	Error Variance Estimation via Least Squares for Small Sample Nonparametric Regression — Chun Gun Park, Kyonggi University ; Inyoung Kim, Virginia Tech ; Yung-Seop Lee, Dongguk University
9:20 AM	Finite-Sample Properties of Adjusted Empirical Likelihood — Yi Huang, University of British Columbia ; Jiahua Chen, SSC
9:35 AM	Smoothed Bootstrap Percentile Ellipsoidal Confidence Region for Mean Vector — Santu Ghosh, Northern Illinois University ; Alan Polansky, Northern Illinois University
9:50 AM	Bootstrap Variance Estimator for Weighted Samples Quantiles — Xuan Yang, Columbia University ; Jingchen Liu, Columbia University
10:05 AM	Bootstrap Variance Estimates for Bagged Predictors — Dennis D. Boos, North Carolina State University ; Jiangtao Duan, BBVA Compass ; Leonard Stefanski, North Carolina State University

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