"Everything should be made as simple as possible, but not simpler." - Albert Einstein

Seminar Announcement

Unimodal Density Estimation with Application to Robust Regression

Mary Meyer ,Department of Statistics, Colorado State University

Monday,September 19, 2011

4:00 p.m., room 223, Weber Bldg

ABSTRACT

A smooth unimodal regression spline density estimator is described using a least-squares criterion.  The estimator is easy compute and is shown to have an optimal convergence rate.   This leads to a new method for robust regression, where the regression coefficients and the error density are estimated simultaneously.   The method is shown to be similar to M-estimation.