Composite kernel quantile regression

DOI10.1080/03610918.2015.1039133zbMATH Open1364.62088OpenAlexW2485841211MaRDI QIDQ5267912FDOQ5267912

Authors: Sungwan Bang, Soo-Heang Eo, HyungJun Cho, Myoungshic Jhun 

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1039133

Recommendations

• General composite quantile regression: Theory and methods
• Composite support vector quantile regression estimation
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Composite quantile regression for correlated data
• Composite quantile regression and the oracle model selection theory

zbMATH Keywords

nonparametric estimationregularizationridge regressionkernelcomposite quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (8)

• Prediction of composite indicators using locally weighted quantile regression
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Structured kernel quantile regression
• Composite support vector quantile regression estimation
• Identification of Wiener model with internal noise using a cubic spline approximation-Bayesian composite quantile regression algorithm
• An effective method to reduce the computational complexity of composite quantile regression
• Survival prediction model for right-censored data based on improved composite quantile regression neural network
• Fast quantile regression in reproducing kernel Hilbert space

This page was built for publication: Composite kernel quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267912)