Fast quantile regression in reproducing kernel Hilbert space

DOI10.1007/s42952-021-00154-0OpenAlexW3210022657MaRDI QIDQ2151599

Songfeng Zheng

Publication date: 5 July 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-021-00154-0

zbMATH Keywords

quadratic programmingkernel quantile regressionMM-algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• SVMlight
• LIBSVM

Cites Work

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• Advanced algorithms for penalized quantile and composite quantile regression
• Support vector machine quantile regression approach for functional data: simulation and application studies
• Some results on Tchebycheffian spline functions and stochastic processes
• Regression Quantiles
• Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
• Composite kernel quantile regression
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Monotone support vector quantile regression

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