Robust estimation of a regression function in exponential families
Speaker: Juntong Chen (Faculty of Science, Technology and Medicine; University of Luxembourg)
Title: Robust estimation of a regression function in exponential families
Time: Wednesday, 2021.06.02, 10:00 a.m. (CET)
Place: fully virtual (contact Jakub Lengiewicz to register)
Format: 30 min. presentation + 30 min. discussion
Abstract: In this talk, we consider the problem of estimating a regression function when the distribution of the data belongs to an exponential family. Several interesting problems are under this setting, for example logit , Poisson and exponential regressions. We first introduce these three estimation problems, and then solve them by means of a new estimation procedure which is called Rho-estimation. Finally, we carry out a simulation study for illustrating and discussing the theoretical properties of rho-estimators as compared to the well-known maximum likelihood ones.