Moving quantile regression

DOI10.1016/J.JSPI.2019.06.003MaRDI QIDQ2301045zbMATH OpenOpenAlexFDO

Authors Hongzhi Tong, Qiang Wu

Publication date 28 February 2020

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2019.06.003

zbMATH Keywords

quantile regressionregularizationreproducing kernel Hilbert spaceerror analysislearning rate

Mathematics Subject Classification ID

General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• 10.1162/1532443041424319
• A Bennett concentration inequality and its application to suprema of empirical processes
• Approximation analysis of learning algorithms for support vector regression and quantile regression
• Concentration estimates for the moving least-square method in learning theory
• Conditional quantiles with varying Gaussians
• Cross-validation based adaptation for regularization operators in learning theory
• Estimating conditional quantiles with the help of the pinball loss
• Fast learning rates for regularized regression algorithms
• Fully online classification by regularization
• Learning Theory
• Learning performance of regularized moving least square regression
• Learning rates of least-square regularized regression
• Learning theory estimates via integral operators and their approximations
• Learning with coefficient-based regularization and \(\ell^1\)-penalty
• Learning with convex loss and indefinite kernels
• Local polynomial reproduction and moving least squares approximation
• Moving least-square method in learning theory
• Multi-kernel regularized classifiers
• Optimal rates for the regularized least-squares algorithm
• Optimal regression rates for SVMs using Gaussian kernels
• Scattered Data Approximation
• Support Vector Machines
• Support vector machine soft margin classifiers: error analysis
• The approximation power of moving least-squares
• Theory of Reproducing Kernels
• Weak convergence and empirical processes. With applications to statistics

Describes a project that uses

Uses Software

• KernSmooth

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