Confidence bands in errors-in-variables nonparametric regression

Host Institution:

La Trobe University

Title of Seminar:

Confidence bands in errors-in-variables nonparametric regression

Speaker's Name:

Dr Farshid Jamshidi

Speaker's Institution:

The University of Melbourne

Time and Date:

Friday 2 November, 11.00 AM (EDT)

Seminar Abstract:

Errors-in-variables regression is important in many areas of science and social science, for example in economics where it is often a feature of hedonic models, in environmental science where air quality indices are measured with error, in biology where the vegetative mass of plants is frequently obscured by mismeasurement, and in nutrition where reported fat intake is typically subject to substantial error. To date, in non-parametric contexts, the great majority of work has focused on methods for estimating the mean as a function, with relatively little attention being paid to techniques for empirical assessment of the accuracy of the estimators.

In this talk methodologies developed for constructing confidence bands in this setting is being discussed. The major attention of this talk focuses on techniques for tuning parameter choice aimed at minimising the coverage error of confidence bands.

 

Seminar Convenor:

This email address is being protected from spambots. You need JavaScript enabled to view it.

AGR IT support:

This email address is being protected from spambots. You need JavaScript enabled to view it.