Title	Shape testing for coefficient functions in varying coefficient models
Creator	Gijbels, Irene
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2018-01-30T13:34
Description	Varying coefficient models are quite appealing for describing complex data structures. In this talk we consider varying coefficient models in the context of longitudinal data. The aim is to study possible qualitative properties of the unknown coefficient functions in the model. Among the qualitative properties that are of interest are: whether a coefficient function is constant or not; and whether it is a monotone function or not, or a convex function or not. Also simultaneous testing for qualitative properties of several coefficient functions is an important issue for applications. This problem of shape testing appears in different settings, such as mean regression and quantile regression, and in homoscedastic or heteroscedastic settings. We discuss shape constraint testing procedures under various settings, illustrate the performances of the procedures with some small simulation study, and demonstrate their use in real data analysis.
Extent	42.0 minutes
Subject	Mathematics; Statistics; Operations research, mathematical programming
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: KU Leuven
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2020-12-07
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0395168
URI	http://hdl.handle.net/2429/76685
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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Shape testing for coefficient functions in varying coefficient models Gijbels, Irene

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