Quantile estimators with orthogonal pinball loss function

DOI10.1002/for.2510zbMath1398.62099OpenAlexW2792104573MaRDI QIDQ4961417

Zebin Yang, Lean Yu, Ling Tang

Publication date: 29 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2510

zbMATH Keywords

robustnessprobability forecastingsupport vector machine quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)