[Forum SIS] DSE Seminar Series (UNIVR)-March 1st, 2017/G. GAYRAUD (UTC)

[Catia Scricciolo]

****************************************************************************************************************************************** 
DSE SEMINAR SERIES -- UNIVERSITY OF VERONA 
****************************************************************************************************************************************** 

The Department of Economics (DSE), University of Verona, cordially invites all interested to attend the following seminar: 

Speaker: GHISLAINE GAYRAUD (Université de Technologie, Compiègne) 
Title: POSTERIOR RATES FOR MARGINAL AND CONDITIONAL QUANTILES UNDER ASYMMETRIC LAPLACE DISTRIBUTION MISSPECIFICATION 
Date: March 1st, 2017 
Time: 12:30 pm 
Venue: Polo Santa Marta, Via Cantarane 24, Room 1.59 

Abstract 
We derive posterior concentration rates in a bivariate nonparametric quantile regression model with the resort of the 
Asymmetric Laplace Distribution; the latter leads to a misspecified inferential problem. Applying our general results 
to the Sobolev and Hôlder class along with a specific prior, we retrieve the well-known optimal (minimax) rates of 
convergence only for the Sobolev class. We illustrate our theoretical results by simulations. 


For more information on the DSE Seminar Series, please visit 
http://www.dse.univr.it/?ent=seminario&lang=en 


Best regards, 
Catia Scricciolo 


-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20170224/633d8b79/attachment.html>