Asymptotic analysis of quantile regression learning based on coefficient dependent regularization
From MaRDI portal
Recommendations
- Statistical consistency of coefficient-based conditional quantile regression
- Consistency of kernel-based quantile regression
- Quantile regression with _1-regularization and Gaussian kernels
- Learning theory estimates for coefficient-based regularized regression
- Approximation analysis of learning algorithms for support vector regression and quantile regression
Cited in
(12)- Conditional quantiles with varying Gaussians
- Statistical consistency of coefficient-based conditional quantile regression
- Consistency of kernel-based quantile regression
- ERM scheme for quantile regression
- Online learning for quantile regression and support vector regression
- Quantile regression with _1-regularization and Gaussian kernels
- Convergence rate of SVM for kernel-based robust regression
- Coefficient-based regularization network with variance loss for error
- Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors
- A new comparison theorem on conditional quantiles
- Reproducing property of bounded linear operators and kernel regularized least square regressions
- Regularized kernel networks with convex p-Lipschitz loss
This page was built for publication: Asymptotic analysis of quantile regression learning based on coefficient dependent regularization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2948872)
