数学学术沙龙
题 目:An Introduction to Quantile Regression
摘 要
In this talk, we will introduce the quantile regression. The quantile regression model is a valuable alternative to the conditional mean models. While mean regression is confined to estimating the mean function of the response, quantile regression offers a systematic strategy for examining how covariates influence the location, scale, and shape of the entire response distribution. In addition, quantile regression does not assume any parametric form on the error distribution, and thus is able to accommodate non-normal errors. We also introduce some work on the variable selection in quantile varying coefficient models.
报告人:唐炎林
时 间:2013年12月3日
星期二下午15:30-16:30
地 点:数学系致远楼107室
热烈欢迎各位老师和同学参加!
欢迎各位老师和同学在数学沙龙上交流数学(基础介绍、前沿方向、研究成果、数学漫谈等等)。有意者请联系: 殷俊锋(yinjf@tanhua1.net)
李忠华(zhonghua_li@tanhua1.net)