In 1996 I decided to leave The University of Chicago PhD program in Statistics and transfer to The University of Michigan - Ann Arbor PhD program in Statistics. In the process I received MS in statistics in The University of Chicago. My Master Paper was "Computational Aspects of Automatic Model Selection in Local Polynomial Regression"
ABSTRACT: In this paper I am interested in investigating automatic model selection in local polynomial fitting, in particular the method of bandwidth and order selection introduced by Fan and Gijbels. I will discuss computational aspects of these methods. Finally I will introduce a method of automatically selecting the quantity and location of a set of local polynomials.