Asymptotic analysis of quantile regression learning based on coefficient dependent regularization

zbMATH Open1341.68162MaRDI QIDQ2948872FDOQ2948872

Authors: Meng Li, Hongwei Sun 

Publication date: 6 October 2015

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zbMATH Keywords

learning theoryconvergence ratecoefficient-based regularizationconditional quantile regression

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cited In (9)

• Convergence rate of SVM for kernel-based robust regression
• Online learning for quantile regression and support vector regression
• Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors
• Reproducing property of bounded linear operators and kernel regularized least square regressions
• Consistency of kernel-based quantile regression
• Conditional quantiles with varying Gaussians
• Coefficient-based regularization network with variance loss for error
• A new comparison theorem on conditional quantiles
• ERM scheme for quantile regression

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