B0395
Title: Convex optimization for models of unobserved heterogeneity
Authors: Roger Koenker - University of Illinois (United States) [presenting]
Abstract: Recent developments in convex optimization have greatly expanded the potential scope of semiparametric methods in statistics. Some new applications to quantile regression methods will be described focusing on first order gradient descent methods for large problems, as well as Kiefer Wolfowitz non-parametric maximum likelihood estimator for general mixture models.