Professor Xuming He:Quantile Regression 16:00pm
2006-09-08 来源:数学科学研究中心活动地点:
活动类型:学术报告
主讲人:Professor Xuming He
活动时间:
活动内容:
Abstract:
Quantile regression models are increasingly popular in a wide range of
applications. It is easy to argue that the usual regression models that
focus on conditional means are often inadequate to reflect inhomogeneity or
to capture some interesting part of the population. As the quantile
regression approach gains popularity in the econometrics, statistics and
biostatistics literature, it is important that we have reliable inference
tools. In this talk, I will introduce the model, theory and tools for
quantile regression, and review a number of existing methods for estimating
standard errors and for constructing confidence intervals.