Project Details
Projekt
Semiparametric structural analysis in regression estimation
Subject Area
Mathematics
Term
from 2012 to 2020
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 197645397
We develop novel methods of structural regression analysis based on multi-scale comparison and resamplingtechniques. The obtained results address the questions of optimality and efficiency of theproposed methods in the modern finite sample framework. An important issue is the flexibility andapplicability of the proposed techniques to different classes of regression models: it has to includethe cases of complicated categorical data, inhomogeneous, one-sided or dependent error distributions,mean and quantile regression, etc. The methods and the results will be extended to the caseof unknown transformation in a regression model.
DFG Programme
Research Units
