Canada Spends Logo

Explore our Budget 2026 analysis

Grant: Discovery Grants Program - Individual

HEC Montréal

$25,000.00

Nonparametric and Tree Based Methods

FY 2010-11

Summary
The research program of this proposal is divided into two parts: 1) Nonparametric methods for clustered/multilevel data and for one-sided alternatives, 2) Tree and ensemble based methods for survival, clustered and multivariate data. Situations involving clustered and multilevel data are often encountered in practice and some typical examples of clusters are schools, families, strata (in survey samples) and, repeated measurements on a subject. It is well-known that ignoring the intra-cluster correlation leads to erroneous inference (usually the tests and confidence intervals are too liberal). The main long term objective of the first part of the research program is to develop extensions of nonparametric methods, mostly rank and sign based methods, for multivariate multilevel data and for one-sided and ordered alternatives. The objective of the second part of the research program is to develop tree based methods for new problems. Tree based methods have been successfully applied to many problems and are tools that can be easily understood by non-statisticians. The recent development of ensemble methods, like Bagging, Boosting and Random Forests, has renewed the interest towards these methods. Tree based methods have mainly been developed to handle a univariate categorical outcome, a continuous outcome or a censored continuous outcome (survival trees). However, the literature is sparse for other situations. In the next few years, the goal will be to develop methods for an interval-censored outcome (measured on a continuous or a discrete scale), for a clustered right-censored outcome and for clustered univariate and multivariate outcomes (continuous, categorical and a mix of both).
Program
Discovery Grants Program - Individual
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data

As published

Application id
227087-2009
Name nom
Larocque, Denis
Department département
Méthodes quantitatives de gestion, Service de l'enseignement des
Organization id
65
Institution établissement
HEC Montréal
Province en
Québec
Province fr
Québec
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2010
Competition year année de concours
2009
Award amount
25000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
14
Committee name en
Statistical Sciences
Committee name fr
Statistique
Area of application code
1212
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Social sciences
Area of application fr
Sciences sociales
Research subject code
3010
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Nonparametric inference
Research subject fr
Inférence non paramétrique
Partie
2
Nb partie
5
Application title
Nonparametric and Tree Based Methods
Keyword
NSERC
Application summary
The research program of this proposal is divided into two parts: 1) Nonparametric methods for clustered/multilevel data and for one-sided alternatives, 2) Tree and ensemble based methods for survival, clustered and multivariate data. Situations involving clustered and multilevel data are often encountered in practice and some typical examples of clusters are schools, families, strata (in survey samples) and, repeated measurements on a subject. It is well-known that ignoring the intra-cluster correlation leads to erroneous inference (usually the tests and confidence intervals are too liberal). The main long term objective of the first part of the research program is to develop extensions of nonparametric methods, mostly rank and sign based methods, for multivariate multilevel data and for one-sided and ordered alternatives. The objective of the second part of the research program is to develop tree based methods for new problems. Tree based methods have been successfully applied to many problems and are tools that can be easily understood by non-statisticians. The recent development of ensemble methods, like Bagging, Boosting and Random Forests, has renewed the interest towards these methods. Tree based methods have mainly been developed to handle a univariate categorical outcome, a continuous outcome or a censored continuous outcome (survival trees). However, the literature is sparse for other situations. In the next few years, the goal will be to develop methods for an interval-censored outcome (measured on a continuous or a discrete scale), for a clustered right-censored outcome and for clustered univariate and multivariate outcomes (continuous, categorical and a mix of both).