Abstract Details
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Activity Number:
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41
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Type:
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Contributed
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Date/Time:
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Sunday, August 4, 2013 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #308341 |
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Title:
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Is the LSE Locally Asymptotic Minimax?
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Author(s):
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Eric Cator*+
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Companies:
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Radboud University Nijmegen
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Keywords:
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Shape restriction ;
Least Squares ;
Locally Asymptotic Minimax
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Abstract:
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In a recent paper in Bernoulli, we showed that the Least Squares Estimator of a monotone regression function has a strong optimality property, called Locally Asymptotic Minimax. In this talk we will clarify this result and discuss if the LSE has this property in more general shape restricted models.
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Authors who are presenting talks have a * after their name.
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