The effect of outliers and the use of M and M-quantile estimation methods in Mixed Linear Models and heteroscedastic processes

This seminar has the aim to discuss the effect of outliers and the use robust M and Quantile regression approaches in the Mixed Model and in the GARCH model. Thus, this is divided in two topics: I- Robust M-method applied in mixed models with time series covariates. An application to the relation between exposure to air pollution and forced expiratory volume in the first second (FEV1) II- M and M-quantile Regression methods in GARCH model. (joint work with Ian Meneghel Danilevicz, Pascal Bondon, and Patrick Patrocinio).

Nota: a palestra será em Português

LocalAuditório do Instituto de Matemática e Estatística da UFBA

Professor Valdério Raisen
Universidade do Palestrante: 
Departamento de Estatística - Universidade Federal do Espírito Santo (Aposentado)
Data e Hora: 
Monday, 19 September, 2022 -
14:30 to 16:30