Non-crossing quantile regression via doubly penalized kernel machine

DOI10.1007/s00180-008-0123-yzbMath1223.62050OpenAlexW2007880263MaRDI QIDQ2430224

Jooyong Shim

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

zbMATH Keywords

support vector machineconditional quantilespenalized log-likelihoodnonparametric location-scale regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (6)

Simultaneous estimation of quantile curves using quantile sheets ⋮ Bayesian quantile regression using random B-spline series prior ⋮ Bayesian non-parametric simultaneous quantile regression for complete and grid data ⋮ A Multilevel Simulation Optimization Approach for Quantile Functions ⋮ Cross-validating fit and predictive accuracy of nonlinear quantile regressions ⋮ Simultaneous multiple non-crossing quantile regression estimation using kernel constraints

Cites Work

• Some results on Tchebycheffian spline functions and stochastic processes
• A new family of power transformations to improve normality or symmetry
• Regression Quantiles
• Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children
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