Monotone support vector quantile regression

DOI10.1080/03610926.2015.1096395MaRDI QIDQ5351749zbMATH OpenOpenAlexFDO

Authors Jooyong Shim, Kyungha Seok, Changha Hwang

Publication date 30 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1096395

zbMATH Keywords

generalized approximate cross validationmonotonicityquantile regressionsupport vector machinesupport vector quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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Cited in

(7)

• Fast quantile regression in reproducing kernel Hilbert space
• Composite support vector quantile regression estimation
• Support vector quantile regression with varying coefficients
• Improved support vector regression algorithm combining with probability distribution and monotone property
• Research on money demand conditional density prediction based on support vector quantile regression
• Robust support vector quantile regression with truncated pinball loss (RSVQR)
• Support vector censored quantile regression under random censoring

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