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Dear all, It is a great pleasure to announce that Roger Koenker (UCL) will give a talk in the Statistics Seminar at Imperial College London. Date and venue: Friday, 26 October, 2–3pm, Imperial College London, Huxley Building 130 (180 Queen’s Gate, London SW7 2AZ), Level 1. Title: Shape Constrained Density Estimation via Penalized Renyi Divergence Abstract: Shape constraints play an increasingly prominent role in nonparametric function estimation. While considerable recent attention has been devoted to log concavity as a regularizing device in nonparametric density estimation, weaker forms of concavity constraints encompassing larger classes of densities have received less attention but offer some additional flexibility. Heavier tail behavior and sharper modal peaks are better adapted to such weaker concavity constraints. When paired with appropriate maximal entropy estimation criteria these weaker constraints yield tractable, convex optimization problems that broaden the scope of shape constrained density estimation in a variety of applied subject areas. You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.