网站地图 | 联系我们  
首页 中心概况 新闻动态 科研进展 交流合作 人才培养 研究队伍 人才招聘 政策规章 数学交叉科学传播
学术报告
现在位置:首页 > 学术报告

Regression Quantile Process Modelling based on Monotone B-spline
【2015.2.5 10:00am, N514】

【打印】【关闭】

     2015-2-2 

  Colloquia & Seminars 

  Speaker

陈楠 教授,新加坡国立大学

  Title

Regression Quantile Process Modelling based on Monotone B-spline

  Time

2015.2.5 10:00-11:00

  Venue

N514

  Abstract

Quantile regression as an alternative to conditional mean regression (i.e., least square regression) is widely used in many areas. It can be used to study the covariate effects on the entire response distribution by fitting quantile regression models at multiple different quantiles or even fitting the entire regression quantile process. However, estimating the regression quantile process is inherently difficult because the induced conditional quantile function needs to be monotone at all covariate values. In this paper, we proposed a regression quantile process estimation method based on monotone B-splines. The proposed method can easily ensure the validity of the regression quantile process, and offers a concise framework for variable selection and adaptive complexity control. We thoroughly investigated the properties of the proposed procedure, both theoretically and numerically. We also use a case study on wind power generation to demonstrate its use and effectiveness of the proposed method.

  Affiliation

 

欢迎访问国家数学与交叉科学中心 
地址:北京海淀区中关村东路55号 邮编:100190 电话: 86-10-62613242 Fax: 86-10-62616840 邮箱: ncmis@amss.ac.cn