Non-crossing quantile regression via doubly penalized kernel machine
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Publication:2430224
DOI10.1007/s00180-008-0123-yzbMath1223.62050MaRDI QIDQ2430224
Publication date: 6 April 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-008-0123-y
support vector machine; conditional quantiles; penalized log-likelihood; nonparametric location-scale regression
62G08: Nonparametric regression and quantile regression
68T05: Learning and adaptive systems in artificial intelligence
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