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Seminários e Conferências

Seminário Cemapre “Regression towards the mode” com J.M.C. Santos Silva – dia 24 de Setembro

24 Set das 11:00 às 11:01
Edifício Quelhas, sala IAPMEI


Foto Prof. Santos SilvaOrador

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