A new comparison theorem on conditional quantiles

DOI10.1016/J.AML.2011.05.048MaRDI QIDQ656698zbMATH OpenOpenAlexFDO

Authors Dao-Hong Xiang

Publication date 13 January 2012

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2011.05.048

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

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Cites work

• Classification with Gaussians and convex loss
• Estimating conditional quantiles with the help of the pinball loss
• Multi-kernel regularized classifiers
• ONLINE LEARNING WITH MARKOV SAMPLING
• SVM Soft Margin Classifiers: Linear Programming versus Quadratic Programming

Cited in

(4)

• Convergence rate of SVM for kernel-based robust regression
• Comparing conditional quantile curves
• Comparison theorems on large-margin learning
• Analysis of approximation by linear operators on variable \(L_\rho^{p(\cdot)}\) spaces and applications in learning theory

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