fastkqr: A Fast Algorithm for Kernel Quantile Regression
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Fastkqr: A Fast Algorithm for Kernel Quantile Regression
Cites work
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers
- GACV for quantile smoothing splines
- Handbook of quantile regression
- High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
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- Locally weighted censored quantile regression
- Non-crossing quantile regression via doubly penalized kernel machine
- Noncrossing quantile regression curve estimation
- Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
- OSQP: an operator splitting solver for quadratic programs
- Proximité et dualité dans un espace hilbertien
- Quantile and probability curves without crossing
- Quantile regression for longitudinal data
- Quantile regression forests
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Regression Quantiles
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Smooth minimization of non-smooth functions
- Smoothed quantile regression with large-scale inference
- Smoothing Quantile Regressions
- Survival Analysis With Quantile Regression Models
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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