Speaker:
Ghislaine GAYRAUD
- Université de Technologie, Compiègne
Wednesday, March 1, 2017
at
12:30 PM
Polo Santa Marta, Via Cantarane 24, Room 1.59
We derive posterior concentration rates in a bivariate nonparametric quantile regression model with the resort of the Asymmetric Laplace Distribution; the latter leads to a misspecified inferential problem. Applying our general results to the Sobolev and Hôlder class along with a specific prior, we retrieve the well-known optimal (minimax) rates of convergence only for the Sobolev class. We illustrate our theoretical results by simulations.
- Programme Director
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Catia
Scricciolo
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External reference
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- Publication date
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May 17, 2016
