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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)

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  • Summer 2017 Undergraduate Research Awards (November 18, 2016)

    Applications are invited for Research Awards for the summer months of 2017 in the Department of Applied Mathematics, and the Department of Statistics & Actuarial Sciences. Supervision is available in a variety of areas related to existing research conducted by faculty members in: numerical and symbolic computation, mathematical biology, dynamical systems, financial modeling, applied statistics, applied probability, actuarial modeling. Applicants are not required to specify an area of interest.

    Please visit here for details.

Events Events
  • Hanna Jankowski: The isotonic single index model (Thursday, April 06, 2017)
    Time: 3:30pm-4:30pm and Room: WSC 248
    Speaker: Hanna Jankowski from York Univ.
    Title: The isotonic single index model under fixed and random designs

    Abstract:  We study the monotone single index model where a real response variable Y is linked to a multivariate covariate X through the relationship $E[Y|X]=f_0(\alpha_0^TX)$ almost surely. Both the ridge function, $f_0$, and the index parameter, $\alpha_0$, are unknown and the ridge function is assumed to be monotone.  Under random design,  we show that the rate of convergence of the estimator of the bundled function $f_0(\alpha_0^Tx)$ is $n^{1/3}$.   Furthermore, we show that the least squares estimator is nearly parametrically rate-adaptive to piecewise constant ridge functions.   For the fixed design setting, we show that the rate of convergence is parametric, as expected.   The latter results are applied to the analysis of several data sets. 

     

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