Robust Regression with Asymmetric Heavy-Tail Noise Distributions

DOI10.1162/08997660260293300zbMath1002.62049OpenAlexW2112744712WikidataQ48616916 ScholiaQ48616916MaRDI QIDQ4781929

Ichiro Takeuchi, Takafumi Kanamori, Yoshua Bengio

Publication date: 13 January 2003

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/08997660260293300

zbMATH Keywords

insurancedata-miningconditional quantile estimatorsneural network predictors

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (5)

Selection of error probability laws by generalized modified profile likelihood ⋮ Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions ⋮ M-estimation in nonparametric regression under strong dependence and infinite variance ⋮ Regular, median and Huber cross‐validation: A computational comparison ⋮ Heavy or semi-heavy tail, that is the question

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• On some analogues to linear combinations of order statistics in the linear model
• Multidimensional Additive Spline Approximation
• Efficient Bounded-Influence Regression Estimation
• Regression Quantiles
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

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