[Forum SIS] DEC Seminar - October 4th

[Raffaella Piccarreta]

Cari colleghi e colleghe 
la presente per informarvi chela settimana 
prossima inizierà la serie autunnale 
dei seminari presso il Dipartimento di Scienze delle Decisioni dell'Università Bocconi 
I dettagli del primo seminario di seguito. 


Per qualunque ulteriore informazione 
contattare Raffaella Piccarreta 
(piccarreta at unibocconi.it) 


Cordiali saluti 
Raffaella Piccarreta 


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DEC Seminar 
Università Bocconi, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 

Thursday, October 4th 

Sujit K. Ghosh 
(Department of Statistics, North Carolina State University) 



"Shape restricted nonparametric regression with Bernstein polynomials" 

Abstract 

The objective of this talk is to present a computationally 
efficient estimator of the regression function subject to various shape 
constraints. In particular, nonparametric estimators of monotone and/or 
convex (concave) regression functions are obtained by using a nested 
sequence of Bernstein polynomials. One of the key distinguishing 
features of the proposed estimator is that a given shape constraint 
(e.g., monotonicity and/or convexity) is maintained for any finite 
sample size and satisfied over the entire support of the predictor 
space. Moreover, it is shown that the Bernstein polynomial based 
regression estimator can be obtained as a solution of a constrained 
least squares method and hence the estimator can be computed efficiently 
using a quadratic programming algorithm. Finally, the asymptotic 
properties (e.g., strong uniform consistency) of the estimator are 
established under very mild conditions, and finite sample properties are 
explored using several simulation studies and real data analysis. The 
predictive performances are compared with some of the existing methods. 

The talk is based on my recently published article in CSDA: 
http://dx.doi.org/10.1016/j.csda.2012.02.018 

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