Deep support vector quantile regression with non-crossing constraints

DOI10.1007/S00180-022-01304-6MaRDI QIDQ6148397zbMATH OpenOpenAlexFDO

Authors Wooyoung Shin, Yoonsuh Jung

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

zbMATH Keywords

deep learningextreme quantilesneural networksquantile regressionSVM

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

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• Stepwise multiple quantile regression estimation using non-crossing constraints
• The elements of statistical learning. Data mining, inference, and prediction

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