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JSM 2012 Online Program

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Activity Details

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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