BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250715T033732EDT-1256w1uz2d@132.216.98.100 DTSTAMP:20250715T073732Z DESCRIPTION:Quantile LASSO in Nonparametric Models with Changepoints Under Optional Shape Constraints\n\n\n Abstract:\n\n\nNonparametric models are po pular modeling tools because of their natural overall flexibility. In our approach\, we apply nonparametric techniques for panel data structures wit h changepoints and optional shape constraints and the estimation is perfor med in a fully data driven manner by utilizing atomic pursuit methods – LA SSO regularization techniques in particular. However\, in order to obtain robust estimates and\, also\, to have a more complex insight into the unde rlying data structure\, we target conditional quantiles rather then the co nditional mean only. The whole estimation process and the following infere nce become both more challenging but the results are more useful in practi cal applications. The underlying model is firstly introduced and some theo retical results are presented. The proposed methodology is applied for a r eal data scenario and some finite sample properties are investigated via a n extensive simulation study. This is a joint work with Ivan Mizera\, Univ ersity of Alberta and Gabriela Ciuperca\, University of Lyon\n DTSTART:20180914T193000Z DTEND:20180914T203000Z LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue Sherbrooke Ouest SUMMARY:Matus Maciak (Charles University) URL:/mathstat/channels/event/matus-maciak-charles-univ ersity-289626 END:VEVENT END:VCALENDAR