Seminars

Introduction to nonparametric variance function estimation, construction of confidence bands and the meaning of coverage of confidence band

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Chuan-Fa Tang

2010-04-16
12:30:00 - 14:00:00

405 , Mathematics Research Center Building (ori. New Math. Bldg.)

In this talk, we will start with the nonparametric variance function estimation. Then discuss what is a proper confidence band for nonparametric regression. We also present the concept of average coverage of confidence band. 這個seminar的目的是由一群研究生(也歡迎大學部學生參與)組成,主要在於學習近代的無母數方法,這包含了Smoothing, Nonparametric Regression and Density Estimation, Minimax Theory, Learning through Orthogonal Functions and Wavelets, Empirical Probability Distribution等主題,以Larry Wasserman的All of Nonparametric Statistics一書為基礎,歡迎有興趣的同學來參加。