[Statlist] Research Seminar in Statistics | *FRIDAY 29 SEPTEMBER 2023* | GSEM, University of Geneva

[gsem-support-instituts]

Dear all,

We are pleased to invite you to our next Research Seminar, organized by Professor Sebastian Engelke on behalf of the Research Center for Statistics
< https://www.unige.ch/gsem/en/research/institutes/rcs/team/ >.

FRIDAY 29 SEPTEMBER 2023, at 11:15 am, Uni Mail M 5220 & Online
Zoom research webinar: https://unige.zoom.us/j/92924332087?pwd=U1U1NFk4dTFCRHBMeWYrSDBQcXBiQT09
Meeting ID: 929 2433 2087
Passcode: 399192

Nonparametric Multiple-Output Center-Outward Quantile Regression
(jointly with Eustasio del Barrio and Alberto Gonzalez Sanz)
Marc HALLIN, ECARES and Département de Mathématique, Université libre de Bruxelles, Belgium
< https://ecares.ulb.be/wp-content/uploads/2021/01/MH_CommentedBibliography_2020.pdf >

ABSTRACT:
Based on novel measure-transportation-based concepts of multivariate quantiles, we are considering the problem of nonparametric multiple-output quantile regression. Our approach defines nested conditional center-outward quantile regression contours and regions with given conditional probability content the graphs of which constitute nested center-outward quantile regression ''tubes'' with given unconditional probability content; these probability contents do not depend on the underlying distribution. Empirical counterparts of these concepts are constructed, yielding interpretable empirical contours, regions, and tubes which are shown to consistently reconstruct (in the Pompeiu-Hausdorff topology) their population versions. Our method is entirely non-parametric and performs well in simulations---possibly with heteroskedasticity and nonlinear trends. Its potential as a data-analytic tool is illustrated on some real datasets.

> View the Research Seminar agenda: < https://www.unige.ch/gsem/en/research/seminars/rcs/ >

Regards,


Marie-Madeleine

Marie-Madeleine Novo
Assistant to the Research Institutes
gsem-support-instituts using unige.ch