Modelling functional additive quantile regression using support vector machines approach

DOI10.1080/10485252.2014.941365MaRDI QIDQ2934397zbMATHOpenAlexFDO

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

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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• Weak consistency of the support vector machine quantile regression approach when covariates are functions

Cited in

(4)

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

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