Instituto Superior de Economia e Gestão (ISEG)
Eventos
Seminário Cemapre "Regression towards the mode" com J.M.C. Santos Silva - dia 24 de Setembro
Em 24-09-2010 às 11:00 / Edifício Quelhas, sala IAPMEI
Orador
J.M.C. Santos Silva - University of Essex
Abstract: We propose a semi-parametric mode regression estimator for the case in which the variate of interest is continuous and observable over its entire unbounded support. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions are made about the nature of the conditional density of interest. We show that the proposed estimator is consistent and has a tractable asymptotic distribution. Simulation results and an empirical illustration are provided to highlight the practicality and usefulness of the estimator.
Friday, September 24, 2010, 11h00
Location: Sala IAPMEI, Edificio Quelhas, ISEG
http://cemapre.iseg.utl.pt/seminars/cemapre/
The seminar is sponsored by
FCT Program FEDER/POCTI 2010
Organização
ISEG/ Cemapre