A0176
Title: Hotelling tubes, confidence bands and conformal inference
Authors: Roger Koenker - University of Illinois (United States) [presenting]
Abstract: Stochastic frontier models and methods constitute a rare departure from the usual econometric obsession with models for conditional means. They also provided an early stimulus for the development of quantile regression methods. After a brief tutorial on Hotelling tube methods for constructing confidence bands for nonparametric quantile regression, strengthened performance guarantees for such bands are described based on recent developments in conformal inference. These methods may be considered to be a rather idiosyncratic new approach to nonparametric inference for stochastic frontier models.
