Modelling functional additive quantile regression using support vector machines approach

DOI10.1080/10485252.2014.941365zbMATH Open1305.62170OpenAlexW1990268875MaRDI QIDQ2934397FDOQ2934397

Authors: Christophe Crambes, Ali Gannoun, Yousri Henchiri 

Publication date: 12 December 2014

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2014.941365

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zbMATH Keywords

iterative reweighted least squaresreproducing kernel Hilbert spacesupport vector machinesadditive modelconditional quantilesfunctional covariatesordinary backfitting procedure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Computational learning theory (68Q32)

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• Support vector machine quantile regression approach for functional data: simulation and application studies

Cited In (3)

• Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
• FUNCTIONAL ADDITIVE QUANTILE REGRESSION
• Weak consistency of the support vector machine quantile regression approach when covariates are functions

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