EVENTS
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Polynomial Spline Confidence Bands for Regression Curves
GUEST LECTURER
Lijian Yang, Dept of Statistics and Probability, Michigan State University
AFFILIATION
Stewart School of Industrial and Systems Engineering
ABSTRACT
Asymptotically exact and conservative confidence bands are obtained for a nonparametric regression function, using piecewise constant and piecewise linear spline estimation, respectively. Compared to the pointwise confidence interval of Huang (2003), the confidence bands are inflated by a factor proportional to {log(n)}1/2, with the same width order as the Nadaraya-Watson bands of Haerdle (1989), the local polynomial bands of Xia (1998) and Claeskens and Van Keilegom (2003). Simulation experiments provide strong evidence that corroborates the asymptotic theory. The linear spline band has been applied to study the Leaf Area Index (LAI) in East Africa.
DATE & TIME
Thursday, October 18, 2007 -- 11:00 AM
DURATION
1 hour
LOCATION
ISyE MAIN, Executive Classroom #228
CONTACT PERSON
Xiaoming Huo (xiaoming@isye.gatech.edu)
RELATED SITE
http://www.isye.gatech.edu
