[Statlist] Research seminar in statistics May 6th 2016, GSEM University of Geneva

[Karen Longden Roure]

Dear All,

We are pleased to invite you to our next Research Seminar -

Looking forward to seeing you

Organisers :
E. Cantoni - D. La Vecchia - E. Ronchetti -
S. Sperlich - F. Trojani - M.-P. Victoria-Feser

Friday May 6th 2016, at 11h15, UniMail M5220

Dual Regression
Sami Souli, University of Bristol

ABSTRACT:
We propose an alternative ('dual regression') to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regression process while largely avoiding the need for 'rearrangement' to repair the intersecting conditional quantile surfaces that quantile regression often produces in practice. Our approach relies on a mathematical programming characterization of conditional distribution functions which, in its simplest form, provides a simultaneous estimator of location and scale parameters in a linear heteroscedastic model. The statistical properties of this estimator are derived.

(AUTHORS: S. Souli and R. Spady)

Visit the website: http://www.stat-center.unige.ch/ressem.html

Karen Longden
Program Coordinator
MSc. in Management, MSc. in Economics, MSc. in Statistics


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