Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space

DOI10.1016/J.SPL.2010.09.019MaRDI QIDQ618007zbMATH OpenOpenAlexFDO

Authors Jeankyung Kim, Jin-Ho Park

Publication date 14 January 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.09.019

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of functional analysis in probability theory and statistics (46N30)

Recommendations

• Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint
• Quantile regression with \(\ell_1\)-regularization and Gaussian kernels
• Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection
• Fast quantile regression in reproducing kernel Hilbert space
• Extreme $$L^p$$-quantile Kernel Regression
• Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space
• Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
• Partially linear functional quantile regression in a reproducing kernel Hilbert space

Cites work

• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• An interior point algorithm for nonlinear quantile regression
• Censored Regression Quantiles
• GACV for quantile smoothing splines
• Information criteria and statistical modeling.
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Quantile regression.
• Quantile smoothing splines
• Regression Quantiles
• Some results on Tchebycheffian spline functions and stochastic processes
• Support Vector Machines

Cited in

(7)

• Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Modified check loss for efficient estimation via model selection in quantile regression
• Quantile estimators with orthogonal pinball loss function
• Quantile regression with left-truncated and right-censored data in a reproducing kernel Hilbert space
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint

This page was built for publication: Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q618007)