Quantile Regression in Reproducing Kernel Hilbert Spaces
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Publication:5307702
DOI10.1198/016214506000000979zbMATH Open1284.62405OpenAlexW2092622249MaRDI QIDQ5307702FDOQ5307702
Authors: Youjuan Li, Yufeng Liu, Ji Zhu 
Publication date: 18 September 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214506000000979
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- An efficient model-free estimation of multiclass conditional probability
- An ordinary differential equation-based solution path algorithm
- Globally adaptive quantile regression with ultra-high dimensional data
- Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
- A generic path algorithm for regularized statistical estimation
- The convergence rate for a \(K\)-functional in learning theory
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- Non-crossing weighted kernel quantile regression with right censored data
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Partially linear modeling of conditional quantiles using penalized splines
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
- On the degrees of freedom in shrinkage estimation
- A quantile‐slicing approach for sufficient dimension reduction with censored responses
- Quantile-slicing estimation for dimension reduction in regression
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
- The regularization paths for the ROC-optimizing support vector machines
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- Quantile regression with \(\ell_1\)-regularization and Gaussian kernels
- Functional single-index quantile regression models
- Consistency of kernel-based quantile regression
- Regularized simultaneous model selection in multiple quantiles regression
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
- Support vector quantile regression with varying coefficients
- Structured kernel quantile regression
- A generalized Newton algorithm for quantile regression models
- A unified penalized method for sparse additive quantile models: an RKHS approach
- RKHS-based functional nonparametric regression for sparse and irregular longitudinal data
- P-splines quantile regression estimation in varying coefficient models
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
- Direct conditional probability density estimation with sparse feature selection
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
- An elastic-net penalized expectile regression with applications
- Bi-level path following for cross validated solution of kernel quantile regression
- A regularization path algorithm for support vector ordinal regression
- Testing and estimation in marker-set association study using semiparametric quantile regression kernel machine
- Weak consistency of the support vector machine quantile regression approach when covariates are functions
- Linear quantile regression models for longitudinal experiments: an overview
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Simultaneous estimation of multiple conditional regression quantiles
- Segmented model selection in quantile regression using the minimum description length principle
- Quantile trace regression via nuclear norm regularization
- Inference in functional linear quantile regression
- Optimal regression rates for SVMs using Gaussian kernels
- Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects
- Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection
- Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- Fast quantile regression in reproducing kernel Hilbert space
- Bayesian inference for additive mixed quantile regression models
- Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
- Estimating value at risk with semiparametric support vector quantile regression
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- The structured elastic net for quantile regression and support vector classification
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint
- Minimum clinically important difference in medical studies
- Diagnostic measures for kernel ridge regression on reproducing kernel Hilbert space
- Functional linear quantile regression on a two-dimensional domain
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space
- Modelling functional additive quantile regression using support vector machines approach
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- The Reconstruction Approach: From Interpolation to Regression
- A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
- Composite support vector quantile regression estimation
- Solution path algorithm for distributionally robust regression
- Quantile regression with left-truncated and right-censored data in a reproducing kernel Hilbert space
- PDE-regularised spatial quantile regression
- Unified Noncrossing Multiple Quantile Regressions Tree
- Variable selection for non-parametric quantile regression via smoothing spline analysis of variance
- Convergence rate for nonparametric quantile regression with a total variation penalty
- Random projections for quantile ridge regression
- Regularization paths of \(L_1\)-penalized ROC curve-optimizing support vector machines
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
- Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
- \(L_1\)-penalized fraud detection support vector machines
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