Consistency of kernel-based quantile regression

DOI10.1002/ASMB.700MaRDI QIDQ3552621zbMATH OpenOpenAlexWikidataFDO

Authors Ingo Steinwart, Andreas Christmann

Publication date 22 April 2010

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.700

zbMATH Keywords

convex risk minimization

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Nonparametric regression and quantile regression (62G08)

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Cites work

• Entropy numbers of convex hulls and an application to learning algorithms
• Function Classes That Approximate the Bayes Risk
• scientific article; zbMATH DE number 3576139 (Why is no real title available?)
• Semiparametric Regression
• Sums and Gaussian vectors

Cited in

(20)

• Convergence theorems for empirical cumulative quantile regression functions
• Conditional quantiles with varying Gaussians
• Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection
• Learning rates for the kernel regularized regression with a differentiable strongly convex loss
• Estimation of conditional quantiles from data with additional measurement errors
• A review on consistency and robustness properties of support vector machines for heavy-tailed distributions
• Consistency and robustness of kernel-based regression in convex risk minimization
• Bi-level path following for cross validated solution of kernel quantile regression
• Asymptotic analysis of quantile regression learning based on coefficient dependent regularization
• Separability of reproducing kernel spaces
• On convergence of kernel learning estimators
• scientific article; zbMATH DE number 500452 (Why is no real title available?)
• Quantile regression with _1-regularization and Gaussian kernels
• Convergence rate of SVM for kernel-based robust regression
• Structured kernel quantile regression
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
• L² consistency of the kernel quantile estimator
• Weak consistency of the support vector machine quantile regression approach when covariates are functions
• Data-driven optimization models for inventory and financing decisions in online retailing platforms

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Uses Software

• R

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