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Séminaire Statistique MSDMA : Yuan Wei le 17 mars de 11h à 12h (35.1.53) : Interval-valued Data Regression using Partial Linear Model

Lieu: CNAM 35.1.53
Date et Heure de début: 17-03-2017
Description:

 

Interval-valued Data Regression using Partial Linear Model


Abstract: Semi-parametric modeling of interval-valued data is of great practical importance, as exampled by applications in economic and financial data analysis. We propose a flexible semi-parametric modeling of interval-valued data by integrating the partial linear regression model based on the Center & Range method, and investigate its estimation procedure. Furthermore, we introduce a test statistic that allows one to decide between a parametric linear model and a semi-parametric model, and approximate its null asymptotic distribution based on wild Bootstrap method to obtain the critical values. Extensive simulation studies are carried out to evaluate the performance of the proposed methodology and the new test. Moreover, several empirical datasets are analyzed to document its practical applications.



Organise: MSDMA
Contact: Avner Bar-Hen
avnercnam.fr