Deep support vector quantile regression with non-crossing constraints
From MaRDI portal
Publication:6148397
DOI10.1007/s00180-022-01304-6OpenAlexW4310538162MaRDI QIDQ6148397
Publication date: 7 February 2024
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-022-01304-6
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stepwise multiple quantile regression estimation using non-crossing constraints
- GACV for quantile smoothing splines
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Statistical Analysis of Financial Data in S-Plus
- Computer Age Statistical Inference
- Local Linear Quantile Regression
- Quantile smoothing splines
- Improved local quantile regression
- Learning representations by back-propagating errors
- The elements of statistical learning. Data mining, inference, and prediction
- Asymptotics for penalized spline estimators in quantile regression
This page was built for publication: Deep support vector quantile regression with non-crossing constraints