Non-crossing quantile regression via doubly penalized kernel machine

DOI10.1007/s00180-008-0123-yzbMath1223.62050MaRDI 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 machine; conditional quantiles; penalized log-likelihood; nonparametric location-scale regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

68T05: Learning and adaptive systems in artificial intelligence

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Cites Work

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