Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
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Publication:1750287
DOI10.1214/17-AOS1567zbMath1459.62053MaRDI QIDQ1750287
Jian Huang, Huazhen Lin, Heng Lian, Shao-Gao Lv
Publication date: 18 May 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
additive models; quantile regression; regularization methods; reproducing kernel Hilbert space; sparsity
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)
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