Seminario

Conditional mid-quantiles: modelling, estimation and applications

Seminario del Dipartimento di Matematica
29 novembre 2024
Orario di inizio 
11:00
PovoZero - Via Sommarive 14, Povo (Trento)
Aula Seminari 1 Povo 0
Organizzato da: 
Dipartimento di Matematica
Destinatari: 
Comunità universitaria
Comunità studentesca UniTrento
Partecipazione: 
Ingresso libero
Referente: 
Proff. Claudio Agostinelli e Veronica Vinciotti
Contatti: 
Staff Dipartimento di Matematica
0461/281508-1625-1701-3898-1980
Speaker: 
Marco Geraci (Università la Sapienza Roma)

Abstract

In the continuous case, the quantile function is defined as the inverse of the cumulative distribution function (CDF). The asymptotic properties of sample quantiles, including normality, have been established in a variety of settings. In the discrete case, quantiles are not unique, and inference becomes troublesome. A possible way out is offered by mid-quantiles. These are obtained by inverting the mid-CDF, which is closely related to Lancaster’s mid-p-value. Mid-quantiles, which can be seen as a bridge between quantiles of continuous and discrete distributions, provide not only advantages for inference in general but also a sensible interpretation when the distribution is discrete. In this talk, I will introduce regression methods for conditional mid-quantiles (Stat Med Res, 31(5), 2022), along with recent applications to longitudinal data analysis (J Stat Comput Simul, 94(12), 2024) and graphical modelling (arXiv:2309.05084v2).