Composite kernel quantile regression

DOI10.1080/03610918.2015.1039133MaRDI QIDQ5267912zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

composite quantile regressionkernelnonparametric estimationregularizationridge regression

Mathematics Subject Classification ID

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

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Cited in

(8)

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

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