Learning rates for the risk of kernel-based quantile regression estimators in additive models
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Publication:2805231
Abstract: Additive models play an important role in semiparametric statistics. This paper gives learning rates for regularized kernel based methods for additive models. These learning rates compare favourably in particular in high dimensions to recent results on optimal learning rates for purely nonparametric regularized kernel based quantile regression using the Gaussian radial basis function kernel, provided the assumption of an additive model is valid. Additionally, a concrete example is presented to show that a Gaussian function depending only on one variable lies in a reproducing kernel Hilbert space generated by an additive Gaussian kernel, but does not belong to the reproducing kernel Hilbert space generated by the multivariate Gaussian kernel of the same variance.
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Cited in
(17)- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Communication-efficient estimation of high-dimensional quantile regression
- Moduli of smoothness, \(K\)-functionals and Jackson-type inequalities associated with Kernel function approximation in learning theory
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- A new large-scale learning algorithm for generalized additive models
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