[ABE-L] Divulgação Seminário PPGEst-UFRGS

[Fábio Mariano Bayer]

Prezados,

Temos o prazer de convidar a todos para mais um seminário do Ciclo de
Seminários 2021 do Programa de Pós-Graduação em Estatística da UFRGS
(PPGEst-UFRGS). Informações abaixo:

*Evento:* Ciclo de Seminários 2021 do PPGEst-UFRGS

*Palestrante:* Dr. Eduardo Horta (PPGEst-UFRGS)

*Título:* Smoothing Quantile Regressions

*Resumo:* We propose to smooth the objective function, rather than only the
indicator on the check function, in a linear quantile regression context.
Not only does the resulting smoothed quantile regression estimator yield a
lower mean squared error and a more accurate Bahadur–Kiefer representation
than the standard estimator, but it is also asymptotically differentiable.
We exploit the latter to propose a quantile density estimator that does not
suffer from the curse of dimensionality. This means estimating the
conditional density function without worrying about the dimension of the
covariate vector. It also allows for two-stage efficient quantile
regression estimation. Our asymptotic theory holds uniformly with respect
to the bandwidth and quantile level. Finally, we propose a rule of thumb
for choosing the smoothing bandwidth that should approximate well the
optimal bandwidth. Simulations confirm that our smoothed quantile
regression estimator indeed performs very well in finite samples.

*Data:* 27 de setembro de 2021 (segunda-feira)

*Horário:* 14h00 às 15:20 (60 min de apresentação e 20 min para perguntas)

*Local:* Ambiente virtual Mconf. Link: https://mconf.ufrgs.br/webconf/ppgest

*Moderador:* Prof. Fábio Bayer (PPGEst-UFRGS e UFSM)

Contamos com a presença de todos.

PPGEst-UFRGS

Fábio Bayer


"A big computer, a complex algorithm and a long time does not equal
science." Robert Gentleman
-------------- Próxima Parte ----------
Um anexo em HTML foi limpo...
URL: <http://lists.ime.usp.br/pipermail/abe/attachments/20210924/3cb20703/attachment.htm>