Convex support vector regression
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Cites work
- A Computational Framework for Multivariate Convex Regression and Its Variants
- A more efficient algorithm for convex nonparametric least squares
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
- Data envelopment analysis as nonparametric least-squares regression
- Deep learning
- Estimating stochastic production frontiers: a one-stage multivariate semiparametric Bayesian concave regression method
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
- Faithful variable screening for high-dimensional convex regression
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Multi-output support vector frontiers
- Nonparametic kernel regression with multiple predictors and multiple shape constraints
- Nonparametric least squares estimation of a multivariate convex regression function
- Nonparametric quantile frontier estimation under shape restriction
- Nonparametric shape-restricted regression
- On convergence rates of convex regression in multiple dimensions
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
- On univariate convex regression
- One-stage and two-stage DEA estimation of the effects of contextual variables
- Point Estimates of Ordinates of Concave Functions
- Regularization and Variable Selection Via the Elastic Net
- Representation theorem for convex nonparametric least squares
- Shadow prices and marginal abatement costs: convex quantile regression approach
- Shape constraints in economics and operations research
- Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
- Simultaneous Support Recovery in High Dimensions: Benefits and Perils of Block $\ell _{1}/\ell _{\infty} $-Regularization
- Sparse Convex Regression
- Sparse spatial autoregressions
- Support-vector networks
- The composite absolute penalties family for grouped and hierarchical variable selection
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?
- VIF regression: a fast regression algorithm for large data
Cited in
(10)- Moral hazard in data envelopment analysis benchmarking
- Convergence rates for estimating multivariate scale mixtures of uniform densities
- Rajiv Banker's lasting impact on data envelopment analysis
- A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations
- Extended twin parametric margin support vector regression
- Structure identification for partially linear partially concave models
- A novel robust optimization model for nonlinear support vector machine
- Large-scale robust regression with truncated loss via majorization-minimization algorithm
- Boundary problem and overfitting reduction in convex regression
- Sparse convex quantile regression: a generalized Benders decomposition approach
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