American Statistical Association
This talk introduces a class of point impact regression models in which the trajectory of a continuous stochastic process, when evaluated at one or more locations, is associated with a scalar response. A motivation for developing this type of model arises from genome-wide expression studies in which it is of interest to locate genes associated with clinical outcomes. The observed trajectories are assumed to have fractal properties (fractional Brownian motion) in the neighborhood of the targeted location. Bootstrap confidence intervals for these points are developed. Non-Gaussian limit distributions and faster-than-root-n rates of convergence that depend on the Hurst exponent of the fractional Brownian motion play a central role.
|Date:||Wednesday, February 10, 2010|
|Time:||4:00 - 5:00 P.M.|
Memorial Sloan-Kettering Cancer Center
Department of Epidemiology and Biostatistics
307 East 63rd Street
(between First and Second Avenues)
New York, New York
Note: To gain access to the building, please follow the directions by the telephone in the foyer.