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

DOI10.1016/J.SPL.2010.09.019zbMATH Open1206.62076OpenAlexW1967517847MaRDI QIDQ618007FDOQ618007

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

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Mathematics Subject Classification ID

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

Cites Work

• Regression Quantiles
• Censored Regression Quantiles
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• Some results on Tchebycheffian spline functions and stochastic processes
• Support Vector Machines
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• Quantile smoothing splines
• An interior point algorithm for nonlinear quantile regression
• Information criteria and statistical modeling.
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• Quantile Regression in Reproducing Kernel Hilbert Spaces
• GACV for quantile smoothing splines

Cited In (5)

• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Quantile Regression with Left-Truncated and Right-Censored Data in a Reproducing Kernel Hilbert Space
• Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
• On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint

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