[Statlist] Research seminar in statistics FRIDAY MARCH 17th 2017, GSEM University of Geneva

[Karen Longden Roure]

Dear All,

We are pleased to invite you to our next Research Seminar -

Looking forward to seeing you

Organisers :
E. Cantoni - D. La Vecchia - E. Ronchetti -
S. Sperlich - F. Trojani - M.-P. Victoria-Feser

FRIDAY MARCH 17th 2017 at 11h15, Uni-Mail M5220

Classification of nonparametric regression functions in large panels
Michael Vogt - University of Bonn, Germany

ABSTRACT :
We investigate a panel data model with nonparametric regression functions that may vary across the observed individuals. In a variety of applications, it is natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can be grouped into a number of classes whose members all share the same regression function. We develop a statistical procedure to estimate the unknown group structure from the data. Our estimation approach is illustrated by an application to financial data. In particular, we use it to empirically investigate the effect of trading venue fragmentation on market quality in the European stock market.

Visit the website: http://www.stat-center.unige.ch/ressem.html




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