2013
년
제
2
회
통계세미나
개최
안내
통계연구소에서는
다음과
같이
통계
세미나를
개최하오니
많은
참여
바랍니다
.
일시
: 2013
년
3
월
27
일
(
수
)
오후
5
시
장소
:
고려대학교
정경관
507
호
연사
:
유규상
교수님
(
건국대학교
응용통계학과
교수
)
Additive Isotone Regression
<Abstract>
In this presentation we discuss nonparametric additive monotone regression models. We discuss a backfitting estimator that is based on iterative application of the pool adjacent violator algorithm to the additive components of the model. Our main result states the following oracle property. Asymptotically up to first order, each additive component is estimated as well as it would be (by a least squares estimator) if the other components were known. This goes beyond the classical finding that the estimator achieves the same rate of convergence, independently of the number of additive components. The result states that the asymptotic distribution of the estimator does not depend on the number of components.
고려대학교
통계연구소