Estimating conditional quantiles with the help of the pinball loss

DOI10.3150/10-BEJ267zbMath1284.62235arXiv1102.2101WikidataQ59196384 ScholiaQ59196384MaRDI QIDQ637098

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2101

zbMATH Keywords

nonparametric regression support vector machines quantile estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)

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Cites Work