Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
From MaRDI portal
Recommendations
- A kernel-based parametric method for conditional density estimation
- scientific article; zbMATH DE number 5957364
- A quantile-copula approach to conditional density estimation
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- Conditional probability density and regression function estimations with transformation of data
Cites work
- 10.1162/153244302760200713
- Convexity, Classification, and Risk Bounds
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Exact mean integrated squared error
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Regression Quantiles
- Sur une propriété métrique de la dimension
Cited in
(18)- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
- An efficient model-free estimation of multiclass conditional probability
- Two-stage conditional density estimation based on Bernstein polynomials
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- Quantile-slicing estimation for dimension reduction in regression
- Dimensionality reduction for density ratio estimation in high-dimensional spaces
- Adaptive pointwise estimation of conditional density function
- Regularized boxplot via convex clustering
- Direct conditional probability density estimation with sparse feature selection
- Solution path algorithm for distributionally robust regression
- fastkqr: A Fast Algorithm for Kernel Quantile Regression
- A robust support vector machine for labeling errors
- A regularization path algorithm for support vector ordinal regression
- Multi-parametric solution-path algorithm for instance-weighted support vector machines
- Warped bases for conditional density estimation
- Efficient leave-\(m\)-out cross-validation of support vector regression by generalizing decremental algorithm
- Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
This page was built for publication: Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3612133)
